+719.7%
XLK vs GS
+452.1%
+267.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | +3.4% | +5.9% | -2.5% | +0.4% |
| 30D | -10.6% | +4.3% | -14.9% | -12.4% |
| 3M | -10.6% | -11.7% | +1.0% | -5.0% |
| 6M | -3.5% | -3.2% | -0.3% | -2.4% |
| YTD | +18.7% | +5.8% | +12.9% | +14.1% |
| 1Y | +19.4% | +16.0% | +3.4% | +9.5% |
| 3Y | +94.5% | +199.8% | -105.3% | +8.5% |
| 5Y | +111.2% | +155.5% | -44.3% | +25.4% |
| All | +719.7% | +452.1% | +267.5% | +237.0% |
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