+16.0%
GS vs XLU
+1.0%
+15.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +5.9% | +2.1% | +3.8% | +5.6% |
| 30D | +4.3% | +5.6% | -1.3% | +3.7% |
| 3M | -11.7% | +0.7% | -12.4% | -12.2% |
| 6M | -3.2% | -0.1% | -3.1% | -3.8% |
| YTD | +5.8% | +5.3% | +0.5% | +2.6% |
| 1Y | +16.0% | +2.2% | +13.9% | +14.0% |
| All | +16.0% | +1.0% | +15.0% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling