+39.3%
GEHC vs XYL
-12.6%
+51.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | +0.8% | -3.7% | +4.5% | +2.6% |
| 30D | +21.3% | -8.3% | +29.6% | +25.3% |
| 3M | +12.6% | -21.4% | +34.0% | +25.8% |
| 6M | +34.3% | -12.9% | +47.2% | +41.0% |
| YTD | +1.4% | -30.1% | +31.5% | +19.6% |
| 1Y | +12.5% | -35.2% | +47.6% | +38.4% |
| 3Y | +19.2% | -0.8% | +20.0% | +19.1% |
| All | +39.3% | -12.6% | +51.9% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling