+97.2%
GD vs XYL
-17.7%
+114.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -1.1% |
| 7D | -5.3% | -5.0% | -0.2% | -3.7% |
| 30D | -6.4% | -13.2% | +6.8% | -2.3% |
| 3M | +5.7% | -3.7% | +9.4% | +6.6% |
| 6M | -0.9% | -17.7% | +16.7% | +4.8% |
| YTD | +8.2% | -21.5% | +29.7% | +16.0% |
| 1Y | +13.4% | -24.5% | +37.9% | +23.1% |
| 3Y | +68.5% | +6.9% | +61.6% | +61.8% |
| All | +97.2% | -17.7% | +114.9% | +91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling