+16.0%
GS vs XYZ
+29.4%
-13.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.3% |
| 7D | +5.9% | -1.1% | +6.9% | +6.1% |
| 30D | +4.3% | +11.5% | -7.2% | +2.0% |
| 3M | -11.7% | +1.8% | -13.5% | -12.3% |
| 6M | -3.2% | +21.2% | -24.4% | -6.8% |
| YTD | +5.8% | +29.9% | -24.1% | +1.9% |
| 1Y | +16.0% | +35.8% | -19.7% | +10.8% |
| All | +16.0% | +29.4% | -13.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling