+238.8%
GS vs XLY
+34.6%
+204.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.3% |
| 7D | +2.4% | -2.1% | +4.5% | +4.2% |
| 30D | -0.1% | -6.0% | +6.0% | +5.1% |
| 3M | +0.2% | -2.7% | +2.9% | +2.0% |
| 6M | +24.8% | -1.5% | +26.3% | +25.6% |
| YTD | +18.8% | -5.4% | +24.2% | +23.7% |
| 1Y | +37.3% | -3.8% | +41.1% | +40.4% |
| All | +238.8% | +34.6% | +204.2% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 3y: compounded portfolio wealth divided by compounded XLY 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…
3y analysis · Full analysis span regression · 6 months rolling