+388.4%
GM vs XYL
+459.9%
-71.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.7% |
| 7D | -1.1% | +0.8% | -1.9% | -1.7% |
| 30D | -4.6% | -10.8% | +6.3% | +2.1% |
| 3M | +0.2% | -2.5% | +2.8% | +1.2% |
| 6M | +12.6% | -12.2% | +24.8% | +20.9% |
| YTD | +3.7% | -20.1% | +23.8% | +17.3% |
| 1Y | +45.6% | -20.6% | +66.3% | +65.3% |
| 3Y | +162.0% | +17.3% | +144.6% | +129.3% |
| 5Y | +80.5% | -14.5% | +95.0% | +87.6% |
| 10Y | +231.3% | +150.2% | +81.1% | +84.9% |
| All | +388.4% | +459.9% | -71.5% | +68.2% |
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