+37.3%
GEHC vs XYL
-12.7%
+50.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -2.3% | -6.0% | +3.7% | +0.7% |
| 30D | +19.0% | -8.3% | +27.3% | +22.9% |
| 3M | +13.3% | -22.6% | +35.9% | +27.6% |
| 6M | +31.5% | -15.0% | +46.6% | +40.0% |
| YTD | 0.0% | -30.2% | +30.2% | +18.0% |
| 1Y | +9.4% | -36.4% | +45.7% | +36.1% |
| 3Y | +18.3% | -0.9% | +19.2% | +18.3% |
| All | +37.3% | -12.7% | +50.0% | +36.7% |
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 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