+75.8%
GM vs XEL
+29.8%
+45.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +6.1% | -2.8% | +8.9% | +6.7% |
| 6M | +15.0% | -5.4% | +20.4% | +16.1% |
| YTD | +6.0% | +3.8% | +2.2% | +4.4% |
| 1Y | +47.1% | +6.8% | +40.3% | +43.3% |
| 3Y | +170.5% | +45.6% | +124.9% | +137.5% |
| All | +75.8% | +29.8% | +45.9% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling