-52.0%
GTLB vs XYL
-7.2%
-44.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.7% |
| 7D | +11.1% | -5.0% | +16.1% | +15.7% |
| 30D | +37.8% | -13.2% | +51.0% | +54.2% |
| 3M | +61.6% | -3.7% | +65.3% | +64.2% |
| 6M | +98.9% | -17.7% | +116.6% | +127.1% |
| YTD | +32.8% | -21.5% | +54.3% | +57.2% |
| 1Y | +14.7% | -24.5% | +39.2% | +39.6% |
| 3Y | +1.3% | +6.9% | -5.6% | -17.5% |
| All | -52.0% | -7.2% | -44.8% | -56.8% |
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 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