+23.2%
GH vs XYL
-15.8%
+39.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.6% |
| 7D | -1.2% | -1.2% | 0.0% | -0.5% |
| 30D | -3.7% | -13.2% | +9.5% | +5.4% |
| 3M | +21.7% | -0.2% | +21.8% | +19.5% |
| 6M | +75.7% | -12.5% | +88.2% | +88.4% |
| YTD | +55.7% | -20.9% | +76.6% | +78.1% |
| 1Y | +181.1% | -21.6% | +202.7% | +221.8% |
| 3Y | +371.6% | +16.1% | +355.5% | +275.0% |
| 5Y | +23.2% | -15.6% | +38.8% | +6.4% |
| All | +23.2% | -15.8% | +39.0% | +6.4% |
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