+176.5%
XLE vs GS
+450.3%
-273.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.3% |
| 7D | +4.4% | +5.1% | -0.8% | +1.6% |
| 30D | -4.3% | +2.4% | -6.7% | -6.0% |
| 3M | +6.0% | -11.5% | +17.5% | +12.0% |
| 6M | +13.2% | -2.5% | +15.7% | +11.1% |
| YTD | +46.7% | +5.5% | +41.3% | +34.8% |
| 1Y | +46.6% | +11.0% | +35.6% | +30.1% |
| 3Y | +69.6% | +200.1% | -130.5% | -23.3% |
| 5Y | +166.5% | +154.7% | +11.8% | +30.5% |
| All | +176.5% | +450.3% | -273.9% | -23.3% |
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