+606.9%
GEV vs XYL
-14.6%
+621.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.2% |
| 7D | -1.9% | -1.2% | -0.7% | -1.1% |
| 30D | -8.7% | -13.2% | +4.5% | -0.6% |
| 3M | +6.6% | -0.2% | +6.8% | +5.1% |
| 6M | +10.2% | -12.5% | +22.7% | +18.4% |
| YTD | +41.6% | -20.9% | +62.5% | +60.0% |
| 1Y | +43.9% | -21.6% | +65.4% | +63.5% |
| All | +606.9% | -14.6% | +621.5% | +644.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling