+188.5%
GD vs XYL
+129.0%
+59.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | -5.0% | +5.9% | -10.8% | -7.5% |
| 30D | +8.9% | -3.9% | +12.8% | +9.8% |
| 3M | -8.0% | -18.7% | +10.6% | -0.3% |
| 6M | +2.9% | -16.9% | +19.8% | +10.1% |
| YTD | +7.1% | -27.4% | +34.4% | +21.0% |
| 1Y | +5.9% | -34.0% | +39.9% | +25.2% |
| 3Y | +53.9% | +5.6% | +48.3% | +42.0% |
| 5Y | +95.4% | -20.6% | +116.0% | +103.2% |
| All | +188.5% | +129.0% | +59.5% | +76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling