+437.1%
XYL vs GFI
+371.2%
+65.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.9% |
| 7D | -1.2% | -5.1% | +3.9% | -1.1% |
| 30D | -13.2% | +13.4% | -26.6% | -13.6% |
| 3M | -0.2% | +36.2% | -36.4% | -1.3% |
| 6M | -12.5% | -9.8% | -2.7% | -12.4% |
| YTD | -20.9% | +7.7% | -28.6% | -21.4% |
| 1Y | -21.6% | +27.2% | -48.7% | -22.6% |
| 3Y | +16.1% | +300.3% | -284.2% | +9.5% |
| 5Y | -15.6% | +539.8% | -555.4% | -22.1% |
| 10Y | +147.7% | +1,058.5% | -910.8% | +124.4% |
| All | +437.1% | +371.2% | +65.9% | +430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling