+147.8%
XEL vs GFI
+1,093.3%
-945.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -0.3% | -2.7% | +2.4% | -0.1% |
| 30D | -3.9% | +13.2% | -17.2% | -4.7% |
| 3M | -2.8% | +28.5% | -31.3% | -4.5% |
| 6M | -5.4% | -6.2% | +0.8% | -5.5% |
| YTD | +3.8% | +8.7% | -5.0% | +2.4% |
| 1Y | +6.8% | +24.8% | -18.0% | +4.2% |
| 3Y | +45.6% | +298.0% | -252.4% | +30.0% |
| 5Y | +30.7% | +546.0% | -515.3% | +11.5% |
| All | +147.8% | +1,093.3% | -945.5% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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