+231.1%
GM vs XEL
+151.6%
+79.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -1.1% | -3.9% | +2.8% | -0.1% |
| 3M | +6.1% | -2.8% | +8.9% | +6.8% |
| 6M | +15.0% | -5.4% | +20.4% | +16.3% |
| YTD | +6.0% | +3.8% | +2.2% | +4.3% |
| 1Y | +47.1% | +6.8% | +40.3% | +43.1% |
| 3Y | +170.5% | +45.6% | +124.9% | +136.2% |
| 5Y | +80.5% | +30.7% | +49.8% | +62.5% |
| All | +231.1% | +151.6% | +79.5% | +193.6% |
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