-18.0%
GIS vs XYL
-23.4%
+5.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.4% | -2.2% |
| 7D | -7.8% | -5.0% | -2.8% | -7.3% |
| 30D | +6.6% | -13.2% | +19.8% | +8.1% |
| 3M | +21.0% | -3.7% | +24.7% | +22.7% |
| 6M | -9.1% | -17.7% | +8.6% | -8.9% |
| YTD | -13.6% | -21.5% | +7.9% | -13.5% |
| 1Y | -18.0% | -24.5% | +6.5% | -19.7% |
| All | -18.0% | -23.4% | +5.4% | -19.7% |
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 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