+708.8%
GD vs XYL
+420.4%
+288.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | -3.9% | +10.2% | -14.1% | -8.0% |
| 30D | +8.1% | -4.3% | +12.4% | +9.1% |
| 3M | -6.8% | -17.8% | +11.1% | +0.3% |
| 6M | +3.0% | -13.4% | +16.4% | +7.9% |
| YTD | +7.8% | -25.7% | +33.5% | +19.9% |
| 1Y | +5.8% | -32.7% | +38.5% | +22.9% |
| 3Y | +55.3% | +7.1% | +48.2% | +44.1% |
| 5Y | +96.7% | -18.7% | +115.4% | +101.5% |
| 10Y | +195.4% | +138.7% | +56.7% | +83.7% |
| All | +708.8% | +420.4% | +288.4% | +283.1% |
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