+144.1%
GSK vs XYL
+389.9%
-245.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +1.1% | -3.7% | +4.9% | +2.1% |
| 30D | +6.3% | -8.3% | +14.7% | +8.3% |
| 3M | +1.8% | -21.4% | +23.2% | +7.7% |
| 6M | +1.7% | -12.9% | +14.6% | +4.6% |
| YTD | +6.5% | -30.1% | +36.6% | +15.6% |
| 1Y | +9.5% | -35.2% | +44.6% | +21.2% |
| 3Y | +65.3% | -0.8% | +66.1% | +61.6% |
| 5Y | +43.7% | -23.2% | +67.0% | +47.5% |
| 10Y | +104.1% | +101.2% | +2.9% | +55.8% |
| All | +144.1% | +389.9% | -245.8% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling