+39.2%
XEL vs GFS
-3.9%
+43.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +1.3% | +2.6% | -1.3% | +1.2% |
| 30D | -1.5% | -16.4% | +14.9% | -1.0% |
| 3M | -0.2% | -41.6% | +41.4% | +1.4% |
| 6M | -5.4% | -3.7% | -1.8% | -6.1% |
| YTD | +5.6% | +29.3% | -23.7% | +3.7% |
| 1Y | +10.5% | +37.1% | -26.7% | +8.0% |
| 3Y | +49.2% | -22.1% | +71.3% | +47.9% |
| All | +39.2% | -3.9% | +43.2% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling