+722.8%
GLD vs XEL
+909.3%
-186.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.3% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -4.4% | +9.3% | -13.8% | -5.3% |
| 3M | -8.9% | +5.3% | -14.2% | -9.4% |
| 6M | -16.0% | +2.2% | -18.2% | -16.3% |
| YTD | -7.9% | +12.3% | -20.2% | -9.0% |
| 1Y | -3.9% | +3.0% | -6.9% | -4.3% |
| 3Y | +103.4% | +51.6% | +51.9% | +94.6% |
| 5Y | +109.7% | +50.0% | +59.7% | +100.4% |
| 10Y | +211.8% | +183.8% | +28.0% | +180.6% |
| All | +722.8% | +909.3% | -186.4% | +572.4% |
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