+785.3%
XLV vs GS
+1,903.9%
-1,118.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +0.2% | +0.9% | -0.8% | -0.1% |
| 30D | +4.4% | -1.6% | +6.0% | +4.8% |
| 3M | +13.2% | -4.5% | +17.7% | +13.8% |
| 6M | +10.1% | +20.9% | -10.8% | +3.7% |
| YTD | +11.7% | +19.9% | -8.2% | +5.1% |
| 1Y | +26.9% | +41.4% | -14.5% | +14.0% |
| 3Y | +35.0% | +239.2% | -204.2% | -5.9% |
| 5Y | +35.9% | +185.0% | -149.2% | -2.0% |
| 10Y | +179.0% | +655.0% | -476.0% | +49.0% |
| All | +785.3% | +1,903.9% | -1,118.6% | +183.1% |
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