+240.0%
GM vs XEL
+441.6%
-201.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | -1.1% | -1.2% | +0.2% | -0.7% |
| 30D | -3.4% | -2.9% | -0.5% | -2.6% |
| 3M | +8.7% | -2.7% | +11.4% | +9.5% |
| 6M | +15.4% | -6.5% | +21.9% | +17.5% |
| YTD | +6.6% | +3.6% | +3.0% | +4.6% |
| 1Y | +51.5% | +7.5% | +44.0% | +46.3% |
| 3Y | +169.3% | +46.3% | +123.0% | +128.6% |
| 5Y | +81.6% | +30.5% | +51.0% | +59.5% |
| 10Y | +240.7% | +151.4% | +89.3% | +122.4% |
| All | +240.0% | +441.6% | -201.6% | +8.3% |
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 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