+4,542.6%
GLW vs XEL
+1,934.3%
+2,608.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | +3.8% | -1.0% | +4.7% | +4.1% |
| 30D | -1.3% | -1.9% | +0.6% | -0.7% |
| 3M | -21.8% | -1.9% | -19.9% | -21.6% |
| 6M | +6.9% | -7.4% | +14.3% | +9.4% |
| YTD | +77.2% | +4.1% | +73.1% | +74.9% |
| 1Y | +123.2% | +8.0% | +115.2% | +117.3% |
| 3Y | +400.0% | +48.4% | +351.6% | +334.6% |
| 5Y | +342.8% | +27.2% | +315.6% | +300.9% |
| 10Y | +771.4% | +146.8% | +624.6% | +550.9% |
| All | +4,542.6% | +1,934.3% | +2,608.2% | +1,482.1% |
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