+12.1%
GS vs XYL
-34.3%
+46.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.1% |
| 7D | -3.2% | +5.9% | -9.1% | -4.3% |
| 30D | -2.4% | -3.9% | +1.5% | -2.5% |
| 3M | -15.7% | -18.7% | +2.9% | -10.7% |
| 6M | -6.8% | -16.9% | +10.1% | -2.8% |
| YTD | -0.1% | -27.4% | +27.3% | +7.9% |
| 1Y | +12.1% | -34.0% | +46.1% | +32.4% |
| All | +12.1% | -34.3% | +46.4% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling