+10.2%
XLF vs GS
+14.4%
-4.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +1.2% | +5.1% | -3.9% | -0.2% |
| 30D | +6.2% | +2.4% | +3.8% | +5.4% |
| 3M | +0.9% | -11.5% | +12.3% | +3.9% |
| 6M | +13.6% | -2.5% | +16.2% | +12.3% |
| YTD | +7.6% | +5.5% | +2.1% | +2.8% |
| 1Y | +10.2% | +11.0% | -0.9% | +2.6% |
| All | +10.2% | +14.4% | -4.3% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling