+1,704.0%
GS vs XEL
+900.4%
+803.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -2.4% | +10.0% | -12.4% | -5.4% |
| 3M | -15.7% | +4.3% | -20.1% | -17.0% |
| 6M | -6.8% | +0.5% | -7.2% | -7.3% |
| YTD | -0.1% | +10.4% | -10.4% | -3.8% |
| 1Y | +12.1% | +2.0% | +10.1% | +10.5% |
| 3Y | +185.8% | +45.6% | +140.2% | +148.1% |
| 5Y | +140.1% | +46.6% | +93.4% | +106.1% |
| 10Y | +505.2% | +168.3% | +336.9% | +322.6% |
| All | +1,704.0% | +900.4% | +803.6% | +827.4% |
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