+59.9%
GD vs XYL
+3.5%
+56.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.2% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | +10.9% | -5.7% | +16.6% | +12.0% |
| 3M | -6.8% | -19.8% | +13.0% | -1.0% |
| 6M | +7.0% | -14.2% | +21.2% | +10.9% |
| YTD | +11.1% | -28.1% | +39.2% | +21.7% |
| 1Y | +7.0% | -35.0% | +42.0% | +21.6% |
| 3Y | +59.9% | +2.1% | +57.8% | +56.2% |
| All | +59.9% | +3.5% | +56.5% | +56.2% |
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