+804.3%
XLK vs GS
+646.2%
+158.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.3% | +3.4% | -1.1% | +0.6% |
| 30D | -0.1% | +0.2% | -0.2% | -0.2% |
| 3M | +2.1% | -0.3% | +2.4% | +1.9% |
| 6M | +37.2% | +27.4% | +9.8% | +20.8% |
| YTD | +30.8% | +19.6% | +11.2% | +18.3% |
| 1Y | +42.6% | +42.5% | +0.2% | +17.9% |
| 3Y | +121.8% | +240.4% | -118.6% | +16.9% |
| 5Y | +145.7% | +188.9% | -43.2% | +38.0% |
| All | +804.3% | +646.2% | +158.1% | +223.8% |
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 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