+14.7%
GTLB vs XYL
-23.4%
+38.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.2% |
| 7D | +11.1% | -5.0% | +16.1% | +11.5% |
| 30D | +37.8% | -13.2% | +51.0% | +39.3% |
| 3M | +61.6% | -3.7% | +65.3% | +62.0% |
| 6M | +98.9% | -17.7% | +116.6% | +101.7% |
| YTD | +32.8% | -21.5% | +54.3% | +38.6% |
| 1Y | +14.7% | -24.5% | +39.2% | +21.7% |
| All | +14.7% | -23.4% | +38.0% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling