+76.7%
GSK vs XYL
+149.5%
-72.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -5.4% | -1.2% | -4.2% | -5.1% |
| 30D | -4.6% | -13.2% | +8.6% | -1.1% |
| 3M | -5.1% | -0.2% | -4.9% | -5.3% |
| 6M | -11.4% | -12.5% | +1.1% | -8.6% |
| YTD | +0.7% | -20.9% | +21.6% | +6.5% |
| 1Y | +23.0% | -21.6% | +44.6% | +30.4% |
| 3Y | +48.0% | +16.1% | +31.8% | +39.1% |
| 5Y | +48.2% | -15.6% | +63.8% | +49.3% |
| All | +76.7% | +149.5% | -72.8% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling