+797.8%
XLE vs GS
+1,690.5%
-892.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.6% | -8.3% | -6.1% |
| 7D | -7.2% | +0.3% | -7.5% | -7.5% |
| 30D | +0.1% | +3.9% | -3.8% | -1.6% |
| 3M | +9.2% | -11.4% | +20.6% | +13.5% |
| 6M | +8.4% | +3.7% | +4.7% | +4.9% |
| YTD | +44.9% | +7.1% | +37.8% | +36.9% |
| 1Y | +49.9% | +19.7% | +30.2% | +35.3% |
| 3Y | +61.1% | +202.8% | -141.7% | -0.2% |
| 5Y | +163.4% | +156.7% | +6.6% | +71.6% |
| 10Y | +181.4% | +548.7% | -367.4% | +31.1% |
| All | +797.8% | +1,690.5% | -892.7% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling