+307.7%
GLW vs XYL
+5.2%
+302.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.6% |
| 7D | -13.9% | +5.9% | -19.8% | -16.4% |
| 30D | -35.0% | -3.9% | -31.1% | -34.8% |
| 3M | -32.4% | -18.7% | -13.7% | -25.5% |
| 6M | -41.3% | -16.9% | -24.5% | -37.2% |
| YTD | +21.8% | -27.4% | +49.2% | +40.6% |
| 1Y | +21.8% | -34.0% | +55.9% | +48.8% |
| 3Y | +307.7% | +5.6% | +302.1% | +265.1% |
| All | +307.7% | +5.2% | +302.4% | +265.1% |
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