+2,064.0%
GS vs XEL
+843.2%
+1,220.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.9% | -1.0% | +1.9% | +1.3% |
| 30D | -1.6% | -1.9% | +0.3% | -1.0% |
| 3M | -4.5% | -1.9% | -2.6% | -4.1% |
| 6M | +20.9% | -7.4% | +28.3% | +23.3% |
| YTD | +19.9% | +4.1% | +15.8% | +17.6% |
| 1Y | +41.4% | +8.0% | +33.4% | +36.7% |
| 3Y | +239.2% | +48.4% | +190.8% | +192.3% |
| 5Y | +185.0% | +27.2% | +157.8% | +156.0% |
| 10Y | +655.0% | +146.8% | +508.1% | +441.1% |
| All | +2,064.0% | +843.2% | +1,220.8% | +1,034.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling