+199.0%
GS vs XYL
+3.5%
+195.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +1.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +1.7% | -5.7% | +7.4% | +2.9% |
| 3M | -11.6% | -19.8% | +8.2% | -2.9% |
| 6M | -1.9% | -14.2% | +12.3% | +2.9% |
| YTD | +5.1% | -28.1% | +33.2% | +21.3% |
| 1Y | +16.4% | -35.0% | +51.4% | +43.0% |
| 3Y | +199.0% | +2.1% | +196.9% | +157.0% |
| All | +199.0% | +3.5% | +195.5% | +157.0% |
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