+149.9%
XLE vs GS
+138.4%
+11.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.1% |
| 7D | -12.0% | -3.2% | -8.8% | -11.3% |
| 30D | -2.7% | -2.4% | -0.3% | -2.3% |
| 3M | +6.6% | -15.7% | +22.3% | +11.6% |
| 6M | +9.5% | -6.8% | +16.3% | +9.6% |
| YTD | +40.6% | -0.1% | +40.6% | +35.4% |
| 1Y | +43.6% | +12.1% | +31.5% | +31.4% |
| 3Y | +58.1% | +185.8% | -127.7% | -7.4% |
| All | +149.9% | +138.4% | +11.5% | +56.9% |
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