+170.5%
GM vs XYL
+15.7%
+154.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.4% | +1.2% | -3.6% | -3.1% |
| 30D | -1.1% | -11.9% | +10.8% | +5.7% |
| 3M | +6.1% | -1.5% | +7.7% | +6.2% |
| 6M | +15.0% | -11.9% | +26.9% | +22.1% |
| YTD | +6.0% | -20.6% | +26.6% | +18.7% |
| 1Y | +47.1% | -23.5% | +70.6% | +68.3% |
| 3Y | +170.5% | +14.9% | +155.6% | +129.7% |
| All | +170.5% | +15.7% | +154.8% | +129.7% |
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