+478.5%
GS vs XYZ
+657.6%
-179.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.9% |
| 7D | +0.8% | +14.9% | -14.1% | -2.3% |
| 30D | +1.2% | +14.7% | -13.4% | -1.9% |
| 3M | -12.4% | +12.1% | -24.5% | -14.8% |
| 6M | -2.3% | +18.3% | -20.6% | -6.4% |
| YTD | +4.6% | +36.1% | -31.5% | -3.8% |
| 1Y | +17.5% | +35.3% | -17.8% | +8.0% |
| 3Y | +202.0% | +73.5% | +128.6% | +153.7% |
| 5Y | +152.4% | -61.6% | +214.0% | +166.2% |
| 10Y | +478.5% | +638.0% | -159.5% | +228.5% |
| All | +478.5% | +657.6% | -179.0% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling