+216.0%
XLV vs GS
+450.3%
-234.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +1.6% | +5.1% | -3.6% | +0.2% |
| 30D | +10.7% | +2.4% | +8.3% | +9.9% |
| 3M | +11.9% | -11.5% | +23.4% | +15.4% |
| 6M | +29.8% | -2.5% | +32.4% | +29.0% |
| YTD | +22.8% | +5.5% | +17.4% | +18.5% |
| 1Y | +25.0% | +11.0% | +13.9% | +18.6% |
| 3Y | +56.4% | +200.1% | -143.7% | +6.2% |
| 5Y | +52.3% | +154.7% | -102.4% | +7.1% |
| All | +216.0% | +450.3% | -234.3% | +69.8% |
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