+154.7%
GS vs XYZ
-64.0%
+218.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.5% |
| 7D | +5.1% | -2.1% | +7.3% | +5.6% |
| 30D | +2.4% | +7.0% | -4.6% | +0.8% |
| 3M | -11.5% | +5.1% | -16.6% | -12.7% |
| 6M | -2.5% | +14.1% | -16.6% | -5.8% |
| YTD | +5.5% | +26.4% | -20.9% | -1.3% |
| 1Y | +11.0% | +25.1% | -14.0% | +4.0% |
| 3Y | +200.1% | +59.7% | +140.3% | +158.4% |
| 5Y | +154.7% | -63.8% | +218.5% | +151.9% |
| All | +154.7% | -64.0% | +218.6% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling