-19.4%
GFS vs XYL
+8.6%
-27.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.6% | +2.7% |
| 7D | +1.0% | -5.0% | +6.1% | +4.0% |
| 30D | -8.6% | -13.2% | +4.6% | -0.9% |
| 3M | -46.5% | -3.7% | -42.8% | -46.5% |
| 6M | -4.8% | -17.7% | +12.9% | +5.3% |
| YTD | +29.7% | -21.5% | +51.2% | +46.2% |
| 1Y | +35.8% | -24.5% | +60.3% | +57.6% |
| All | -19.4% | +8.6% | -27.9% | -31.5% |
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 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