+80.1%
XLF vs GS
+201.3%
-121.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.1% |
| 7D | +1.2% | +5.1% | -3.9% | -0.8% |
| 30D | +6.2% | +2.4% | +3.8% | +5.0% |
| 3M | +0.9% | -11.5% | +12.3% | +5.6% |
| 6M | +13.6% | -2.5% | +16.2% | +12.7% |
| YTD | +7.6% | +5.5% | +2.1% | +2.1% |
| 1Y | +10.2% | +11.0% | -0.9% | +1.8% |
| All | +80.1% | +201.3% | -121.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling