+177.1%
GH vs XYL
-21.4%
+198.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.5% | +1.2% | -3.7% | -2.7% |
| 30D | -4.7% | -11.9% | +7.3% | -2.1% |
| 3M | +20.2% | -1.5% | +21.8% | +17.7% |
| 6M | +78.8% | -11.9% | +90.7% | +81.1% |
| YTD | +54.1% | -20.6% | +74.7% | +60.5% |
| 1Y | +177.1% | -23.5% | +200.6% | +169.0% |
| All | +177.1% | -21.4% | +198.5% | +169.0% |
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