-17.4%
GIS vs XYL
-30.7%
+13.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.0% | +0.2% | +4.2% |
| 7D | +8.5% | +14.5% | -6.1% | +5.9% |
| 30D | +15.3% | -1.3% | +16.7% | +15.0% |
| 3M | +0.9% | -17.0% | +17.9% | +3.0% |
| 6M | +7.9% | -11.3% | +19.3% | +9.9% |
| YTD | -17.6% | -25.0% | +7.4% | -16.8% |
| 1Y | -17.4% | -31.5% | +14.2% | -17.6% |
| All | -17.4% | -30.7% | +13.3% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling