+652.8%
GS vs XYL
+135.4%
+517.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.3% |
| 7D | +0.9% | -5.0% | +6.0% | +4.2% |
| 30D | -1.6% | -13.2% | +11.6% | +7.1% |
| 3M | -4.5% | -3.7% | -0.8% | -3.3% |
| 6M | +20.9% | -17.7% | +38.6% | +34.8% |
| YTD | +19.9% | -21.5% | +41.4% | +37.0% |
| 1Y | +41.4% | -24.5% | +65.9% | +65.4% |
| 3Y | +239.2% | +6.9% | +232.2% | +212.4% |
| 5Y | +185.0% | -18.1% | +203.1% | +203.6% |
| All | +652.8% | +135.4% | +517.4% | +313.5% |
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