+139.3%
GS vs XEL
+46.6%
+92.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -2.4% | +10.0% | -12.4% | -4.7% |
| 3M | -15.7% | +4.3% | -20.1% | -16.7% |
| 6M | -6.8% | +0.5% | -7.2% | -7.2% |
| YTD | -0.1% | +10.4% | -10.4% | -3.3% |
| 1Y | +12.1% | +2.0% | +10.1% | +10.9% |
| 3Y | +185.8% | +45.6% | +140.2% | +152.8% |
| All | +139.3% | +46.6% | +92.8% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling