+524.5%
GLW vs XEL
+187.7%
+336.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.7% | -4.6% |
| 7D | +7.5% | +2.4% | +5.1% | +6.4% |
| 30D | -19.0% | +8.3% | -27.3% | -22.0% |
| 3M | -27.9% | +4.2% | -32.1% | -29.3% |
| 6M | -44.6% | +3.7% | -48.3% | -45.7% |
| YTD | +31.0% | +13.1% | +17.9% | +23.8% |
| 1Y | +39.7% | +5.0% | +34.7% | +36.1% |
| 3Y | +338.2% | +55.0% | +283.3% | +250.4% |
| 5Y | +228.4% | +51.8% | +176.6% | +159.9% |
| All | +524.5% | +187.7% | +336.8% | +370.2% |
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