+387.8%
GH vs XYL
+16.4%
+371.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.6% |
| 7D | -0.2% | +0.8% | -1.0% | -0.6% |
| 30D | -2.6% | -10.8% | +8.2% | +2.3% |
| 3M | +25.1% | -2.5% | +27.6% | +24.5% |
| 6M | +78.5% | -12.2% | +90.7% | +87.1% |
| YTD | +59.4% | -20.1% | +79.4% | +74.6% |
| 1Y | +173.9% | -20.6% | +194.5% | +199.3% |
| All | +387.8% | +16.4% | +371.4% | +256.2% |
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 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