+22.7%
XLV vs GS
+36.5%
-13.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -4.4% | -1.7% | -2.6% | -4.3% |
| 30D | -1.4% | -0.9% | -0.5% | -1.4% |
| 3M | +8.9% | +2.3% | +6.5% | +8.0% |
| 6M | +9.1% | +23.4% | -14.4% | +5.5% |
| YTD | +7.9% | +17.7% | -9.8% | +4.0% |
| 1Y | +22.7% | +35.1% | -12.4% | +16.9% |
| All | +22.7% | +36.5% | -13.7% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling