-60.1%
GTLB vs XYL
-23.3%
-36.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | -0.7% | -3.7% | +3.0% | +1.8% |
| 30D | -10.2% | -8.3% | -1.9% | -6.8% |
| 3M | +10.1% | -21.4% | +31.5% | +28.3% |
| 6M | +116.5% | -12.9% | +129.4% | +129.1% |
| YTD | +27.2% | -30.1% | +57.2% | +58.6% |
| 1Y | +8.6% | -35.2% | +43.7% | +44.7% |
| 3Y | +5.6% | -0.8% | +6.3% | -12.3% |
| All | -60.1% | -23.3% | -36.8% | -68.6% |
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 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