+472.2%
GE vs XYL
+403.7%
+68.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +2.0% |
| 7D | +5.4% | +0.6% | +4.8% | +5.0% |
| 30D | +9.6% | -5.7% | +15.4% | +11.5% |
| 3M | -7.7% | -19.8% | +12.1% | +2.3% |
| 6M | +14.0% | -14.2% | +28.2% | +21.2% |
| YTD | +10.2% | -28.1% | +38.3% | +28.7% |
| 1Y | +8.9% | -35.0% | +43.9% | +34.6% |
| 3Y | +273.7% | +2.1% | +271.6% | +253.3% |
| 5Y | +410.2% | -22.1% | +432.3% | +446.9% |
| 10Y | +157.4% | +107.0% | +50.5% | +67.2% |
| All | +472.2% | +403.7% | +68.5% | +162.8% |
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