+47.4%
GSK vs XYL
+17.7%
+29.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.7% | -3.4% |
| 7D | -4.2% | +1.8% | -6.0% | -4.6% |
| 30D | -7.5% | -9.2% | +1.7% | -5.6% |
| 3M | -3.3% | -0.3% | -3.0% | -3.3% |
| 6M | -9.3% | -11.0% | +1.6% | -7.1% |
| YTD | +1.6% | -19.2% | +20.8% | +5.9% |
| 1Y | +25.5% | -21.2% | +46.7% | +31.5% |
| All | +47.4% | +17.7% | +29.7% | +43.6% |
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 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