+1,278.4%
XLK vs GS
+1,903.9%
-625.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +0.9% | +0.9% | -0.1% | +0.4% |
| 30D | +0.7% | -1.6% | +2.3% | +1.3% |
| 3M | -2.9% | -4.5% | +1.5% | -1.2% |
| 6M | +34.3% | +20.9% | +13.4% | +23.1% |
| YTD | +30.4% | +19.9% | +10.5% | +19.6% |
| 1Y | +43.4% | +41.4% | +1.9% | +22.2% |
| 3Y | +116.8% | +239.2% | -122.3% | +25.2% |
| 5Y | +144.0% | +185.0% | -41.0% | +50.4% |
| 10Y | +778.8% | +655.0% | +123.8% | +241.6% |
| All | +1,278.4% | +1,903.9% | -625.5% | +140.2% |
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