+174.3%
XLE vs GS
+657.0%
-482.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +2.2% | +0.9% | +1.3% | +1.6% |
| 30D | +11.8% | -1.6% | +13.4% | +12.4% |
| 3M | +9.8% | -4.5% | +14.3% | +10.8% |
| 6M | +15.6% | +20.9% | -5.3% | +0.6% |
| YTD | +45.3% | +19.9% | +25.4% | +25.7% |
| 1Y | +48.3% | +41.4% | +6.9% | +15.3% |
| 3Y | +55.4% | +239.2% | -183.7% | -33.4% |
| 5Y | +216.1% | +185.0% | +31.1% | +47.8% |
| All | +174.3% | +657.0% | -482.7% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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