+642.6%
GS vs XEL
+147.3%
+495.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | +3.4% | +1.3% | +2.1% | +3.0% |
| 30D | +0.2% | -1.5% | +1.7% | +0.6% |
| 3M | -0.3% | -0.2% | -0.1% | -0.5% |
| 6M | +27.4% | -5.4% | +32.8% | +29.1% |
| YTD | +19.6% | +5.6% | +14.0% | +16.7% |
| 1Y | +42.5% | +10.5% | +32.0% | +36.4% |
| 3Y | +240.4% | +49.2% | +191.2% | +190.5% |
| 5Y | +188.9% | +30.1% | +158.8% | +156.5% |
| 10Y | +642.6% | +146.7% | +495.9% | +621.0% |
| All | +642.6% | +147.3% | +495.3% | +621.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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