+21.0%
XEL vs GEHC
+2.6%
+18.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -1.2% | -7.9% | +6.6% | -0.5% |
| 30D | -2.9% | -11.7% | +8.8% | -1.8% |
| 3M | -2.7% | +0.8% | -3.5% | -3.0% |
| 6M | -6.5% | -11.6% | +5.1% | -5.7% |
| YTD | +3.6% | -21.6% | +25.2% | +5.7% |
| 1Y | +7.5% | -15.3% | +22.8% | +8.6% |
| 3Y | +46.3% | -0.5% | +46.8% | +43.3% |
| All | +21.0% | +2.6% | +18.4% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling