+2,064.0%
GS vs XLY
+927.1%
+1,136.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +1.4% |
| 7D | +0.9% | -2.0% | +2.9% | +2.9% |
| 30D | -1.6% | -3.1% | +1.6% | +1.4% |
| 3M | -4.5% | -1.8% | -2.7% | -3.3% |
| 6M | +20.9% | -0.9% | +21.8% | +21.1% |
| YTD | +19.9% | -3.4% | +23.3% | +23.1% |
| 1Y | +41.4% | -1.5% | +42.9% | +41.7% |
| 3Y | +239.2% | +38.8% | +200.4% | +140.4% |
| 5Y | +185.0% | +30.5% | +154.5% | +102.0% |
| 10Y | +655.0% | +215.3% | +439.7% | +114.5% |
| All | +2,064.0% | +927.1% | +1,136.9% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling