+62.0%
GIS vs XYL
+466.0%
-404.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -2.1% |
| 7D | -8.3% | +1.8% | -10.1% | -8.6% |
| 30D | +2.2% | -9.2% | +11.4% | +3.8% |
| 3M | +15.7% | -0.3% | +16.0% | +15.7% |
| 6M | -12.0% | -11.0% | -1.0% | -10.4% |
| YTD | -15.0% | -19.2% | +4.2% | -12.2% |
| 1Y | -20.1% | -21.2% | +1.1% | -17.3% |
| 3Y | -34.6% | +18.6% | -53.2% | -37.7% |
| 5Y | -22.8% | -14.3% | -8.5% | -23.1% |
| 10Y | -18.5% | +141.0% | -159.5% | -35.4% |
| All | +62.0% | +466.0% | -404.0% | +13.0% |
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 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