+49.7%
GSK vs XYL
-15.4%
+65.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -3.6% | +0.8% | -4.4% | -3.8% |
| 30D | -5.9% | -10.8% | +4.9% | -3.7% |
| 3M | -4.3% | -2.5% | -1.7% | -3.9% |
| 6M | -10.8% | -12.2% | +1.4% | -8.5% |
| YTD | +1.8% | -20.1% | +21.9% | +6.2% |
| 1Y | +23.5% | -20.6% | +44.1% | +29.1% |
| 3Y | +49.5% | +17.3% | +32.2% | +43.0% |
| 5Y | +49.7% | -14.5% | +64.2% | +41.8% |
| All | +49.7% | -15.4% | +65.1% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling