-25.7%
GIS vs XYL
-16.2%
-9.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -6.4% | +1.2% | -7.6% | -6.5% |
| 30D | -6.1% | -11.9% | +5.8% | -4.7% |
| 3M | +7.8% | -1.5% | +9.4% | +8.2% |
| 6M | -8.8% | -11.9% | +3.1% | -7.5% |
| YTD | -19.1% | -20.6% | +1.5% | -17.3% |
| 1Y | -24.8% | -23.5% | -1.2% | -22.8% |
| 3Y | -37.6% | +14.9% | -52.4% | -39.7% |
| All | -25.7% | -16.2% | -9.5% | -28.0% |
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