+138.9%
GLD vs XEL
+33.1%
+105.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -1.9% |
| 7D | +0.7% | +1.3% | -0.6% | +0.6% |
| 30D | +0.3% | -1.5% | +1.8% | +0.5% |
| 3M | +0.6% | -0.2% | +0.8% | +0.5% |
| 6M | -15.6% | -5.4% | -10.1% | -15.1% |
| YTD | +0.9% | +5.6% | -4.8% | +0.1% |
| 1Y | +19.4% | +10.5% | +8.9% | +17.8% |
| 3Y | +124.5% | +49.2% | +75.3% | +112.1% |
| 5Y | +138.9% | +30.1% | +108.8% | +131.5% |
| All | +138.9% | +33.1% | +105.9% | +131.5% |
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