+147.5%
XEL vs GPC
+87.0%
+60.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.2% | -1.8% | +0.5% | -0.8% |
| 30D | -2.9% | +0.1% | -3.0% | -3.0% |
| 3M | -2.7% | +37.4% | -40.1% | -10.8% |
| 6M | -6.5% | +25.4% | -32.0% | -12.4% |
| YTD | +3.6% | +12.2% | -8.5% | -0.7% |
| 1Y | +7.5% | -0.3% | +7.8% | +6.1% |
| 3Y | +46.3% | -1.6% | +47.9% | +41.7% |
| 5Y | +30.5% | +31.0% | -0.4% | +14.5% |
| All | +147.5% | +87.0% | +60.5% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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