+364.3%
XLF vs GS
+1,903.9%
-1,539.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| YTD | +7.0% | +19.9% | -12.9% | -6.9% |
| 1Y | +9.1% | +41.4% | -32.3% | -14.6% |
| 3Y | +75.6% | +239.2% | -163.5% | -22.6% |
| 5Y | +66.4% | +185.0% | -118.6% | -19.4% |
| 10Y | +250.3% | +655.0% | -404.7% | -10.0% |
| All | +364.3% | +1,903.9% | -1,539.6% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling