+46.9%
XEL vs GEHC
+0.3%
+46.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.7% |
| 7D | +0.9% | -7.6% | +8.5% | +1.7% |
| 30D | -0.9% | -10.7% | +9.8% | +0.2% |
| 3M | -1.4% | -1.2% | -0.2% | -1.5% |
| 6M | -5.8% | -13.7% | +7.9% | -4.7% |
| YTD | +4.7% | -20.4% | +25.1% | +6.8% |
| 1Y | +9.1% | -17.0% | +26.1% | +10.5% |
| All | +46.9% | +0.3% | +46.6% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 3y: compounded portfolio wealth divided by compounded GEHC 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…
3y analysis · Full analysis span regression · 6 months rolling