+463.3%
GLW vs XEL
+50.2%
+413.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.5% | +6.0% | +7.2% |
| 7D | +14.0% | +1.3% | +12.7% | +13.7% |
| 30D | +0.4% | -1.5% | +1.9% | +0.7% |
| 3M | -11.3% | -0.2% | -11.1% | -11.4% |
| 6M | +35.1% | -5.4% | +40.5% | +36.4% |
| YTD | +90.5% | +5.6% | +84.9% | +89.5% |
| 1Y | +132.0% | +10.5% | +121.6% | +129.2% |
| 3Y | +463.3% | +49.2% | +414.1% | +432.0% |
| All | +463.3% | +50.2% | +413.2% | +432.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling