+2,064.0%
GS vs XLU
+637.3%
+1,426.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | +0.8% | +0.1% | +0.4% |
| 30D | -1.6% | -1.3% | -0.2% | -0.8% |
| 3M | -4.5% | -1.3% | -3.1% | -4.0% |
| 6M | +20.9% | -7.6% | +28.5% | +26.7% |
| YTD | +19.9% | +2.3% | +17.6% | +16.8% |
| 1Y | +41.4% | +5.8% | +35.6% | +34.3% |
| 3Y | +239.2% | +50.5% | +188.6% | +149.6% |
| 5Y | +185.0% | +44.1% | +140.9% | +112.7% |
| 10Y | +655.0% | +138.2% | +516.7% | +273.6% |
| All | +2,064.0% | +637.3% | +1,426.7% | +365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling