+2,011.1%
XEL vs GD
+19,982.5%
-17,971.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -0.2% | -5.0% | +4.8% | +1.0% |
| 30D | +10.0% | +8.9% | +1.1% | +7.7% |
| 3M | +4.3% | -8.0% | +12.4% | +6.4% |
| 6M | +0.5% | +2.9% | -2.4% | -0.5% |
| YTD | +10.4% | +7.1% | +3.3% | +7.9% |
| 1Y | +2.0% | +5.9% | -3.9% | 0.0% |
| 3Y | +45.6% | +53.9% | -8.3% | +28.9% |
| 5Y | +46.6% | +95.4% | -48.8% | +22.1% |
| 10Y | +168.3% | +193.5% | -25.2% | +97.9% |
| All | +2,011.1% | +19,982.5% | -17,971.4% | +941.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling