+142.9%
XEL vs GD
+188.9%
-46.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -1.0% | -5.3% | +4.3% | +0.8% |
| 30D | -1.9% | -6.4% | +4.5% | +0.3% |
| 3M | -1.9% | +5.7% | -7.6% | -3.9% |
| 6M | -7.4% | -0.9% | -6.5% | -7.5% |
| YTD | +4.1% | +8.2% | -4.1% | +0.6% |
| 1Y | +8.0% | +13.4% | -5.4% | +2.6% |
| 3Y | +48.4% | +68.5% | -20.1% | +20.0% |
| 5Y | +27.2% | +97.2% | -69.9% | -3.1% |
| All | +142.9% | +188.9% | -46.0% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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