+711.8%
GD vs XYL
+449.8%
+262.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -0.9% |
| 7D | -5.3% | -5.0% | -0.2% | -3.1% |
| 30D | -6.4% | -13.2% | +6.8% | -0.6% |
| 3M | +5.7% | -3.7% | +9.4% | +7.0% |
| 6M | -0.9% | -17.7% | +16.7% | +6.9% |
| YTD | +8.2% | -21.5% | +29.7% | +18.8% |
| 1Y | +13.4% | -24.5% | +37.9% | +26.7% |
| 3Y | +68.5% | +6.9% | +61.6% | +57.8% |
| 5Y | +97.2% | -18.1% | +115.2% | +103.3% |
| 10Y | +190.2% | +134.7% | +55.5% | +82.7% |
| All | +711.8% | +449.8% | +262.0% | +279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling