+460.4%
GS vs XYZ
+663.2%
-202.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.7% |
| 7D | -3.2% | +12.1% | -15.4% | -5.6% |
| 30D | -2.4% | +12.4% | -14.8% | -4.9% |
| 3M | -15.7% | +8.2% | -23.9% | -17.4% |
| 6M | -6.8% | +20.7% | -27.5% | -10.9% |
| YTD | -0.1% | +31.3% | -31.4% | -7.1% |
| 1Y | +12.1% | +20.5% | -8.4% | +5.8% |
| 3Y | +185.8% | +72.6% | +113.2% | +142.2% |
| 5Y | +140.1% | -64.0% | +204.1% | +155.0% |
| 10Y | +505.2% | +601.8% | -96.6% | +246.7% |
| All | +460.4% | +663.2% | -202.9% | +204.9% |
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 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