+12.0%
GFS vs XYL
-34.5%
+46.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.1% |
| 7D | -7.8% | +5.9% | -13.7% | -7.8% |
| 30D | -19.7% | -3.9% | -15.7% | -20.1% |
| 3M | -23.1% | -18.7% | -4.4% | -21.3% |
| 6M | -46.4% | -16.9% | -29.5% | -46.4% |
| YTD | +11.0% | -27.4% | +38.4% | +9.7% |
| All | +12.0% | -34.5% | +46.5% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling