+1,094.2%
GS vs XYL
+420.4%
+673.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.8% |
| 7D | -6.3% | +10.2% | -16.6% | -11.4% |
| 30D | -3.1% | -4.3% | +1.2% | -2.2% |
| 3M | -17.7% | -17.8% | +0.2% | -9.4% |
| 6M | -4.6% | -13.4% | +8.8% | +1.0% |
| YTD | +0.3% | -25.7% | +26.0% | +15.5% |
| 1Y | +11.7% | -32.7% | +44.4% | +36.4% |
| 3Y | +183.6% | +7.1% | +176.4% | +159.5% |
| 5Y | +141.0% | -18.7% | +159.7% | +152.1% |
| 10Y | +507.4% | +138.7% | +368.7% | +240.0% |
| All | +1,094.2% | +420.4% | +673.8% | +360.6% |
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