-30.1%
GFS vs XYL
-23.3%
-6.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +7.4% | -3.7% | +11.1% | +9.6% |
| 30D | -15.3% | -8.3% | -6.9% | -13.1% |
| 3M | -21.1% | -21.4% | +0.3% | -11.0% |
| 6M | -44.5% | -12.9% | -31.5% | -42.3% |
| YTD | +19.2% | -30.1% | +49.3% | +42.0% |
| 1Y | +27.2% | -35.2% | +62.4% | +60.1% |
| 3Y | -20.1% | -0.8% | -19.4% | -27.9% |
| All | -30.1% | -23.3% | -6.8% | -33.2% |
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 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