+139.2%
GSK vs XYL
+449.8%
-310.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.4% |
| 7D | -1.8% | -5.0% | +3.2% | -0.5% |
| 30D | -2.2% | -13.2% | +11.0% | +1.4% |
| 3M | -1.8% | -3.7% | +1.9% | -1.0% |
| 6M | -10.6% | -17.7% | +7.1% | -6.2% |
| YTD | +4.4% | -21.5% | +25.9% | +10.6% |
| 1Y | +30.4% | -24.5% | +54.9% | +39.5% |
| 3Y | +60.1% | +6.9% | +53.1% | +54.2% |
| 5Y | +46.8% | -18.1% | +64.9% | +48.9% |
| 10Y | +79.2% | +134.7% | -55.5% | +32.1% |
| All | +139.2% | +449.8% | -310.6% | +47.5% |
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