+401.3%
GH vs XYL
+45.2%
+356.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +1.3% |
| 7D | -0.1% | -5.0% | +5.0% | +2.6% |
| 30D | -1.1% | -13.2% | +12.1% | +6.3% |
| 3M | +21.3% | -3.7% | +25.0% | +22.3% |
| 6M | +73.5% | -17.7% | +91.2% | +90.0% |
| YTD | +58.0% | -21.5% | +79.6% | +76.9% |
| 1Y | +163.1% | -24.5% | +187.5% | +199.9% |
| 3Y | +361.0% | +6.9% | +354.1% | +323.8% |
| 5Y | +22.5% | -18.1% | +40.6% | +22.9% |
| All | +401.3% | +45.2% | +356.1% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling