+463.3%
GLW vs XYL
+18.1%
+445.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +3.0% | +4.6% | +5.9% |
| 7D | +14.0% | +1.8% | +12.2% | +12.9% |
| 30D | +0.4% | -9.2% | +9.6% | +5.8% |
| 3M | -11.3% | -0.3% | -11.1% | -12.9% |
| 6M | +35.1% | -11.0% | +46.0% | +42.7% |
| YTD | +90.5% | -19.2% | +109.7% | +110.9% |
| 1Y | +132.0% | -21.2% | +153.2% | +161.1% |
| 3Y | +463.3% | +18.6% | +444.7% | +412.9% |
| All | +463.3% | +18.1% | +445.2% | +412.9% |
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