+67.4%
XLF vs GS
+185.3%
-117.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | 0.0% | +0.9% | -0.9% | -0.5% |
| 30D | +0.2% | -1.6% | +1.7% | +0.8% |
| 3M | +11.7% | -4.5% | +16.2% | +13.1% |
| 6M | +13.8% | +20.9% | -7.1% | +0.9% |
| YTD | +7.0% | +19.9% | -12.9% | -5.2% |
| 1Y | +9.1% | +41.4% | -32.3% | -12.3% |
| 3Y | +75.6% | +239.2% | -163.5% | -19.0% |
| All | +67.4% | +185.3% | -117.8% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling