+103.5%
XLK vs GS
+138.4%
-34.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | -8.2% | -3.2% | -5.0% | -6.5% |
| 30D | -18.2% | -2.4% | -15.8% | -17.0% |
| 3M | -11.0% | -15.7% | +4.7% | -2.6% |
| 6M | -2.9% | -6.8% | +3.9% | +0.2% |
| YTD | +14.8% | -0.1% | +14.9% | +13.3% |
| 1Y | +14.5% | +12.1% | +2.4% | +5.9% |
| 3Y | +94.2% | +185.8% | -91.6% | +4.0% |
| All | +103.5% | +138.4% | -34.9% | +12.1% |
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