-24.5%
XYL vs GFI
+45.3%
-69.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.9% |
| 7D | -5.0% | +3.1% | -8.2% | -5.2% |
| 30D | -13.2% | +27.1% | -40.3% | -14.5% |
| 3M | -3.7% | +21.2% | -24.9% | -5.0% |
| 6M | -17.7% | -4.5% | -13.2% | -18.1% |
| YTD | -21.5% | +11.7% | -33.3% | -22.9% |
| 1Y | -24.5% | +46.0% | -70.5% | -28.4% |
| All | -24.5% | +45.3% | -69.8% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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