+234.4%
XLF vs GS
+502.4%
-268.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.7% | -3.2% | -1.4% |
| 7D | +0.7% | +0.8% | -0.1% | +0.1% |
| 30D | +6.0% | +1.2% | +4.7% | +4.9% |
| 3M | +1.0% | -12.4% | +13.4% | +8.9% |
| 6M | +14.0% | -2.3% | +16.3% | +12.8% |
| YTD | +7.2% | +4.6% | +2.6% | +0.3% |
| 1Y | +11.6% | +17.5% | -5.9% | -3.5% |
| 3Y | +81.2% | +202.0% | -120.9% | -20.0% |
| 5Y | +57.9% | +152.4% | -94.5% | -22.6% |
| 10Y | +234.4% | +478.5% | -244.1% | -13.7% |
| All | +234.4% | +502.4% | -268.0% | -13.7% |
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