+208.4%
GLD vs XEL
+176.3%
+32.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +2.8% | +1.7% | +1.1% | +2.6% |
| 30D | -4.0% | +8.6% | -12.6% | -4.9% |
| 3M | -8.2% | +5.1% | -13.3% | -8.8% |
| 6M | -14.8% | +2.5% | -17.3% | -15.2% |
| YTD | -6.8% | +11.0% | -17.8% | -8.0% |
| 1Y | -2.4% | +2.7% | -5.1% | -2.9% |
| 3Y | +105.8% | +49.7% | +56.0% | +96.0% |
| 5Y | +113.3% | +46.1% | +67.2% | +103.5% |
| 10Y | +208.4% | +181.5% | +26.9% | +165.8% |
| All | +208.4% | +176.3% | +32.2% | +165.8% |
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