+34.4%
XLV vs GS
+187.0%
-152.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -3.7% | +2.4% | -6.1% | -4.2% |
| 30D | -1.1% | -0.1% | -1.0% | -1.1% |
| 3M | +8.2% | +0.2% | +8.1% | +7.6% |
| 6M | +8.9% | +24.8% | -15.9% | +2.5% |
| YTD | +8.5% | +18.8% | -10.2% | +2.9% |
| 1Y | +22.3% | +37.3% | -15.0% | +11.6% |
| 3Y | +32.6% | +237.9% | -205.3% | -7.8% |
| 5Y | +34.4% | +187.0% | -152.7% | -6.6% |
| All | +34.4% | +187.0% | -152.6% | -6.6% |
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