+0.8%
GEHC vs XYL
+17.7%
-16.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -4.9% |
| 7D | -5.2% | +1.8% | -7.0% | -6.3% |
| 30D | -7.0% | -9.2% | +2.3% | -1.3% |
| 3M | +3.3% | -0.3% | +3.6% | +2.4% |
| 6M | -10.0% | -11.0% | +1.0% | -3.8% |
| YTD | -18.5% | -19.2% | +0.7% | -7.8% |
| 1Y | -14.4% | -21.2% | +6.8% | -1.5% |
| All | +0.8% | +17.7% | -16.9% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling