+438.8%
GS vs XYL
+100.4%
+338.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.2% |
| 7D | +5.9% | -3.7% | +9.6% | +8.2% |
| 30D | +4.3% | -8.3% | +12.6% | +7.9% |
| 3M | -11.7% | -21.4% | +9.8% | +0.1% |
| 6M | -3.2% | -12.9% | +9.8% | +2.1% |
| YTD | +5.8% | -30.1% | +35.9% | +27.0% |
| 1Y | +16.0% | -35.2% | +51.2% | +46.1% |
| 3Y | +199.8% | -0.8% | +200.5% | +183.4% |
| 5Y | +155.5% | -23.2% | +178.8% | +176.9% |
| All | +438.8% | +100.4% | +338.4% | +236.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling