+167.2%
XLE vs GS
+494.8%
-327.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | -12.0% | -3.2% | -8.8% | -10.7% |
| 30D | -2.7% | -2.4% | -0.3% | -2.0% |
| 3M | +6.6% | -15.7% | +22.3% | +15.5% |
| 6M | +9.5% | -6.8% | +16.3% | +10.1% |
| YTD | +40.6% | -0.1% | +40.6% | +32.9% |
| 1Y | +43.6% | +12.1% | +31.5% | +26.2% |
| 3Y | +58.1% | +185.8% | -127.7% | -26.3% |
| 5Y | +152.2% | +140.1% | +12.1% | +28.1% |
| All | +167.2% | +494.8% | -327.6% | -25.7% |
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