+570.3%
GH vs XYL
-0.5%
+570.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +0.6% | -3.7% | +4.3% | +1.8% |
| 30D | -6.9% | -8.3% | +1.4% | -5.3% |
| 3M | -4.9% | -21.4% | +16.5% | +3.1% |
| 6M | +54.1% | -12.9% | +67.0% | +57.2% |
| YTD | +48.5% | -30.1% | +78.6% | +68.2% |
| 1Y | +61.2% | -35.2% | +96.3% | +90.0% |
| 3Y | +570.3% | -0.8% | +571.1% | +295.9% |
| All | +570.3% | -0.5% | +570.8% | +295.9% |
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