+107.7%
GLDM vs XYL
+3.5%
+104.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.5% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | -3.9% | -5.7% | +1.8% | -3.7% |
| 3M | -8.1% | -19.8% | +11.7% | -6.8% |
| 6M | -14.7% | -14.2% | -0.5% | -14.1% |
| YTD | -6.6% | -28.1% | +21.5% | -5.5% |
| 1Y | -2.1% | -35.0% | +32.9% | -0.4% |
| 3Y | +107.7% | +2.1% | +105.6% | +94.1% |
| All | +107.7% | +3.5% | +104.2% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling