+1,327.3%
GS vs XYL
+449.8%
+877.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.2% |
| 7D | +0.9% | -5.0% | +6.0% | +4.0% |
| 30D | -1.6% | -13.2% | +11.6% | +6.7% |
| 3M | -4.5% | -3.7% | -0.8% | -3.3% |
| 6M | +20.9% | -17.7% | +38.6% | +34.0% |
| YTD | +19.9% | -21.5% | +41.4% | +36.1% |
| 1Y | +41.4% | -24.5% | +65.9% | +64.1% |
| 3Y | +239.2% | +6.9% | +232.2% | +215.6% |
| 5Y | +185.0% | -18.1% | +203.1% | +201.8% |
| 10Y | +655.0% | +134.7% | +520.2% | +330.9% |
| All | +1,327.3% | +449.8% | +877.6% | +442.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling