+65.3%
GSK vs XYL
-0.5%
+65.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +1.1% | -3.7% | +4.9% | +2.0% |
| 30D | +6.3% | -8.3% | +14.7% | +7.8% |
| 3M | +1.8% | -21.4% | +23.2% | +6.8% |
| 6M | +1.7% | -12.9% | +14.6% | +4.1% |
| YTD | +6.5% | -30.1% | +36.6% | +14.1% |
| 1Y | +9.5% | -35.2% | +44.6% | +19.1% |
| 3Y | +65.3% | -0.8% | +66.1% | +62.0% |
| All | +65.3% | -0.5% | +65.8% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling