+390.3%
GDDY vs XYL
+251.1%
+139.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | -3.2% | +1.2% | -4.4% | -3.9% |
| 30D | +6.8% | -11.9% | +18.8% | +12.6% |
| 3M | +30.5% | -1.5% | +32.0% | +31.0% |
| 6M | +13.3% | -11.9% | +25.2% | +18.6% |
| YTD | -21.0% | -20.6% | -0.4% | -13.6% |
| 1Y | -34.0% | -23.5% | -10.5% | -26.7% |
| 3Y | +33.1% | +14.9% | +18.2% | +19.6% |
| 5Y | +30.3% | -15.3% | +45.6% | +31.8% |
| 10Y | +205.5% | +148.6% | +56.9% | +74.6% |
| All | +390.3% | +251.1% | +139.3% | +132.0% |
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