+185.8%
GS vs XYL
+5.2%
+180.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.6% |
| 7D | -3.2% | +5.9% | -9.1% | -5.6% |
| 30D | -2.4% | -3.9% | +1.5% | -2.0% |
| 3M | -15.7% | -18.7% | +2.9% | -8.0% |
| 6M | -6.8% | -16.9% | +10.1% | -0.2% |
| YTD | -0.1% | -27.4% | +27.3% | +14.9% |
| 1Y | +12.1% | -34.0% | +46.1% | +36.7% |
| 3Y | +185.8% | +5.6% | +180.2% | +136.6% |
| All | +185.8% | +5.2% | +180.5% | +136.6% |
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