+643.2%
GEV vs XYL
-12.7%
+655.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.2% | +1.3% |
| 7D | +8.1% | +1.8% | +6.3% | +6.9% |
| 30D | -1.9% | -9.2% | +7.3% | +3.9% |
| 3M | +4.1% | -0.3% | +4.3% | +2.8% |
| 6M | +23.2% | -11.0% | +34.2% | +30.9% |
| YTD | +48.9% | -19.2% | +68.1% | +66.0% |
| 1Y | +62.2% | -21.2% | +83.4% | +84.0% |
| All | +643.2% | -12.7% | +655.9% | +672.5% |
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 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