+243.0%
GS vs XYL
+8.6%
+234.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.1% |
| 7D | +0.9% | -5.0% | +6.0% | +3.7% |
| 30D | -1.6% | -13.2% | +11.6% | +5.9% |
| 3M | -4.5% | -3.7% | -0.8% | -3.8% |
| 6M | +20.9% | -17.7% | +38.6% | +33.1% |
| YTD | +19.9% | -21.5% | +41.4% | +34.9% |
| 1Y | +41.4% | -24.5% | +65.9% | +62.8% |
| All | +243.0% | +8.6% | +234.4% | +201.6% |
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