+163.1%
GH vs XYL
-23.4%
+186.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +0.6% |
| 7D | -0.1% | -5.0% | +5.0% | +1.0% |
| 30D | -1.1% | -13.2% | +12.1% | +1.9% |
| 3M | +21.3% | -3.7% | +25.0% | +19.6% |
| 6M | +73.5% | -17.7% | +91.2% | +79.6% |
| YTD | +58.0% | -21.5% | +79.6% | +64.9% |
| 1Y | +163.1% | -24.5% | +187.5% | +160.2% |
| All | +163.1% | -23.4% | +186.4% | +160.2% |
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