+54.9%
GD vs XYL
+7.6%
+47.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -3.9% | +10.2% | -14.1% | -6.7% |
| 30D | +8.1% | -4.3% | +12.4% | +8.8% |
| 3M | -6.8% | -17.8% | +11.1% | -1.6% |
| 6M | +3.0% | -13.4% | +16.4% | +6.6% |
| YTD | +7.8% | -25.7% | +33.5% | +17.0% |
| 1Y | +5.8% | -32.7% | +38.5% | +19.1% |
| All | +54.9% | +7.6% | +47.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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