+1,704.0%
GS vs XLU
+643.6%
+1,060.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -3.2% | -0.7% | -2.5% | -2.7% |
| 30D | -2.4% | +4.8% | -7.2% | -5.5% |
| 3M | -15.7% | +0.2% | -15.9% | -16.0% |
| 6M | -6.8% | -4.3% | -2.4% | -4.5% |
| YTD | -0.1% | +3.1% | -3.2% | -3.3% |
| 1Y | +12.1% | +0.3% | +11.8% | +10.5% |
| 3Y | +185.8% | +52.9% | +132.9% | +108.3% |
| 5Y | +140.1% | +49.1% | +91.0% | +75.0% |
| 10Y | +505.2% | +146.6% | +358.7% | +192.4% |
| All | +1,704.0% | +643.6% | +1,060.4% | +285.2% |
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