-2.9%
XLK vs GS
-6.6%
+3.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.7% |
| 7D | -8.2% | -3.2% | -5.0% | -6.3% |
| 30D | -18.2% | -2.4% | -15.8% | -16.7% |
| 3M | -11.0% | -15.7% | +4.7% | -2.6% |
| 6M | -2.9% | -6.8% | +3.9% | +3.7% |
| All | -2.9% | -6.6% | +3.7% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling