+731.4%
XEL vs GPN
+2,494.6%
-1,763.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.4% |
| 7D | -1.2% | -3.5% | +2.3% | -0.6% |
| 30D | -2.9% | +3.1% | -6.0% | -3.6% |
| 3M | -2.7% | +42.3% | -45.0% | -9.5% |
| 6M | -6.5% | +20.9% | -27.4% | -10.7% |
| YTD | +3.6% | +15.2% | -11.6% | -0.7% |
| 1Y | +7.5% | +5.4% | +2.1% | +4.6% |
| 3Y | +46.3% | -27.4% | +73.7% | +50.2% |
| 5Y | +30.5% | -44.2% | +74.7% | +38.0% |
| 10Y | +151.4% | +27.4% | +124.0% | +120.9% |
| All | +731.4% | +2,494.6% | -1,763.2% | +355.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling