+1,089.9%
GS vs XYL
+408.9%
+681.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.9% |
| 7D | -3.2% | +5.9% | -9.1% | -6.3% |
| 30D | -2.4% | -3.9% | +1.5% | -1.7% |
| 3M | -15.7% | -18.7% | +2.9% | -6.9% |
| 6M | -6.8% | -16.9% | +10.1% | +1.0% |
| YTD | -0.1% | -27.4% | +27.3% | +16.6% |
| 1Y | +12.1% | -34.0% | +46.1% | +38.4% |
| 3Y | +185.8% | +5.6% | +180.2% | +163.5% |
| 5Y | +140.1% | -20.6% | +160.6% | +154.3% |
| 10Y | +505.2% | +133.4% | +371.9% | +243.0% |
| All | +1,089.9% | +408.9% | +681.0% | +364.6% |
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