+36.7%
XEL vs GFS
0.0%
+36.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | 0.0% |
| 7D | -0.3% | +3.8% | -4.1% | -0.4% |
| 30D | -3.9% | -11.7% | +7.8% | -3.6% |
| 3M | -2.8% | -41.8% | +39.0% | -1.2% |
| 6M | -5.4% | +6.6% | -12.0% | -6.4% |
| YTD | +3.8% | +34.6% | -30.9% | +1.7% |
| 1Y | +6.8% | +46.2% | -39.3% | +4.2% |
| 3Y | +45.6% | -20.3% | +65.9% | +44.3% |
| All | +36.7% | 0.0% | +36.7% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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