+878.9%
XLV vs GS
+1,668.4%
-789.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.2% | +5.9% | -3.7% | +0.7% |
| 30D | +8.6% | +4.3% | +4.3% | +7.3% |
| 3M | +12.6% | -11.7% | +24.2% | +15.9% |
| 6M | +29.8% | -3.2% | +33.0% | +29.5% |
| YTD | +23.5% | +5.8% | +17.7% | +19.7% |
| 1Y | +25.7% | +16.0% | +9.7% | +18.8% |
| 3Y | +56.3% | +199.8% | -143.4% | +12.4% |
| 5Y | +53.1% | +155.5% | -102.4% | +13.5% |
| 10Y | +216.7% | +452.7% | -236.0% | +83.0% |
| All | +878.9% | +1,668.4% | -789.5% | +222.7% |
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