+572.2%
GS vs XYZ
+638.9%
-66.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.9% | -1.0% | +1.9% | +1.1% |
| 30D | -1.6% | -1.7% | +0.1% | -1.3% |
| 3M | -4.5% | +16.7% | -21.2% | -7.8% |
| 6M | +20.9% | +26.9% | -6.0% | +14.4% |
| YTD | +19.9% | +27.1% | -7.3% | +12.4% |
| 1Y | +41.4% | +9.3% | +32.2% | +36.2% |
| 3Y | +239.2% | +42.3% | +196.9% | +198.2% |
| 5Y | +185.0% | -69.3% | +254.4% | +212.7% |
| 10Y | +655.0% | +586.8% | +68.2% | +335.4% |
| All | +572.2% | +638.9% | -66.7% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling