+851.8%
GLW vs XEL
+151.6%
+700.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +7.8% | -0.3% | +8.1% | +8.0% |
| 30D | -0.4% | -3.9% | +3.5% | +1.3% |
| 3M | -5.6% | -2.8% | -2.8% | -4.6% |
| 6M | +26.7% | -5.4% | +32.1% | +29.5% |
| YTD | +91.0% | +3.8% | +87.3% | +87.9% |
| 1Y | +122.4% | +6.8% | +115.6% | +115.3% |
| 3Y | +471.0% | +45.6% | +425.4% | +370.3% |
| 5Y | +385.6% | +30.7% | +355.0% | +314.8% |
| All | +851.8% | +151.6% | +700.3% | +651.6% |
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