+251.0%
XLF vs GS
+657.1%
-406.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | 0.0% | +0.9% | -0.9% | -0.6% |
| 30D | +0.2% | -1.6% | +1.7% | +1.0% |
| 3M | +11.7% | -4.5% | +16.2% | +13.3% |
| 6M | +13.8% | +20.9% | -7.1% | -1.4% |
| YTD | +7.0% | +19.9% | -12.9% | -7.4% |
| 1Y | +9.1% | +41.4% | -32.3% | -15.7% |
| 3Y | +75.6% | +239.2% | -163.5% | -27.5% |
| 5Y | +66.4% | +185.0% | -118.6% | -24.0% |
| All | +251.0% | +657.1% | -406.1% | -23.1% |
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