+13.1%
GSK vs XYL
-30.7%
+43.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.0% | +0.1% | +4.0% |
| 7D | +4.9% | +14.5% | -9.6% | +2.1% |
| 30D | +9.9% | -1.3% | +11.2% | +9.4% |
| 3M | +0.2% | -17.0% | +17.1% | +4.1% |
| 6M | +2.3% | -11.3% | +13.7% | +4.6% |
| YTD | +7.1% | -25.0% | +32.0% | +12.7% |
| 1Y | +13.1% | -31.5% | +44.7% | +23.8% |
| All | +13.1% | -30.7% | +43.8% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling