Alexander and the Gers rearguard did not concede a goal in the Scottish Communities League Cup win over Motherwell and the William Hill Scottish Cup triumph over Forres Mechanics.
And the keeper is hoping the Ibrox club can maintain their fine form at the back and rack up their first away win in the Irn-Bru Third Division this season when they take on Stirling Albion at Forthbank on Saturday.
Alexander said: "The back four is coming along nicely. We are starting to gel, starting to know each other a bit more, and I have said this for several weeks now, it is just going to take time for it to happen.
"We are a brand new team, there are a lot of new faces. It must be a real shock to the system for all the foreign boys to arrive at Rangers from another country.
"It was a poor performance at the weekend against Forres, but we got into the next round of the cup and had another clean sheet. The more games we play the more we will gel.
"But I think that you can start to see a more solid partnership between the back four and myself already."
Meanwhile, Celtic's majority shareholder Dermot Desmond has predicted Rangers will return to the top tier of Scottish football.
Desmond, speaking publicly for the first time about recent events in Scottish football, said: "Anyone else's are for their own doing and their own making. Celtic is what I get up in the morning thinking about and what I go to bed thinking about.
"Rangers is a fantastic club with a great history, With the support that they have, they will come back.
"They will, in not too long a time, be back in the SPL. I have no doubt about that."