+218.0%
XLE vs GS
+185.3%
+32.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +2.2% | +0.9% | +1.3% | +1.9% |
| 30D | +11.8% | -1.6% | +13.4% | +12.2% |
| 3M | +9.8% | -4.5% | +14.3% | +10.6% |
| 6M | +15.6% | +20.9% | -5.3% | +6.2% |
| YTD | +45.3% | +19.9% | +25.4% | +32.8% |
| 1Y | +48.3% | +41.4% | +6.9% | +25.7% |
| 3Y | +55.4% | +239.2% | -183.7% | -13.6% |
| All | +218.0% | +185.3% | +32.7% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling