+243.8%
XLF vs GS
+494.8%
-251.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +1.2% | -3.2% | +4.4% | +3.1% |
| 30D | +6.3% | -2.4% | +8.8% | +7.7% |
| 3M | -0.8% | -15.7% | +15.0% | +9.6% |
| 6M | +11.0% | -6.8% | +17.8% | +13.1% |
| YTD | +5.6% | -0.1% | +5.7% | +1.7% |
| 1Y | +10.8% | +12.1% | -1.3% | -1.3% |
| 3Y | +77.8% | +185.8% | -108.0% | -18.7% |
| 5Y | +55.6% | +140.1% | -84.5% | -21.3% |
| All | +243.8% | +494.8% | -251.0% | -13.3% |
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