+46.4%
GH vs XYL
-23.3%
+69.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +0.6% | -3.7% | +4.3% | +2.8% |
| 30D | -6.9% | -8.3% | +1.4% | -4.1% |
| 3M | -4.9% | -21.4% | +16.5% | +7.7% |
| 6M | +54.1% | -12.9% | +67.0% | +60.6% |
| YTD | +48.5% | -30.1% | +78.6% | +78.7% |
| 1Y | +61.2% | -35.2% | +96.3% | +105.0% |
| 3Y | +570.3% | -0.8% | +571.1% | +474.7% |
| All | +46.4% | -23.3% | +69.7% | +29.7% |
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