+45.6%
XEL vs GPN
-27.6%
+73.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | -4.6% | +4.3% | 0.0% |
| 30D | -3.9% | -0.3% | -3.7% | -4.0% |
| 3M | -2.8% | +35.4% | -38.2% | -5.3% |
| 6M | -5.4% | +21.7% | -27.1% | -7.1% |
| YTD | +3.8% | +14.9% | -11.1% | +2.3% |
| 1Y | +6.8% | +3.2% | +3.6% | +6.7% |
| 3Y | +45.6% | -27.1% | +72.7% | +48.2% |
| All | +45.6% | -27.6% | +73.2% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling