+15.5%
GLXY vs XYL
-15.1%
+30.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.5% |
| 7D | +13.4% | -5.0% | +18.5% | +16.6% |
| 30D | +38.1% | -13.2% | +51.3% | +48.7% |
| 3M | -7.3% | -3.7% | -3.6% | -9.8% |
| 6M | +8.2% | -17.7% | +25.9% | +20.8% |
| YTD | +17.8% | -21.5% | +39.3% | +36.6% |
| 1Y | +14.9% | -24.5% | +39.4% | +39.3% |
| All | +15.5% | -15.1% | +30.6% | +31.1% |
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 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