+183.8%
XEL vs GD
+174.7%
+9.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +9.3% | +9.5% | -0.1% | +6.0% |
| 3M | +5.3% | -5.8% | +11.1% | +7.3% |
| 6M | +2.2% | +7.7% | -5.5% | -0.7% |
| YTD | +12.3% | +11.1% | +1.3% | +7.5% |
| 1Y | +3.0% | +6.1% | -3.1% | +0.1% |
| 3Y | +51.6% | +59.8% | -8.3% | +24.8% |
| 5Y | +50.0% | +104.6% | -54.6% | +11.9% |
| 10Y | +183.8% | +170.5% | +13.3% | +81.0% |
| All | +183.8% | +174.7% | +9.1% | +81.0% |
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