+339.2%
GLW vs XEL
+53.0%
+286.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +7.7% | +2.4% | +5.3% | +7.2% |
| 30D | -18.8% | +8.3% | -27.1% | -20.4% |
| 3M | -27.7% | +4.2% | -31.9% | -28.5% |
| 6M | -44.4% | +3.7% | -48.2% | -45.1% |
| YTD | +31.3% | +13.1% | +18.2% | +28.5% |
| 1Y | +40.0% | +5.0% | +35.1% | +38.3% |
| 3Y | +339.2% | +55.0% | +284.3% | +314.3% |
| All | +339.2% | +53.0% | +286.2% | +314.3% |
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