+188.7%
GD vs XYL
+133.9%
+54.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -0.8% |
| 7D | -5.3% | -5.0% | -0.2% | -3.0% |
| 30D | -6.4% | -13.2% | +6.8% | -0.3% |
| 3M | +5.7% | -3.7% | +9.4% | +7.0% |
| 6M | -0.9% | -17.7% | +16.7% | +7.3% |
| YTD | +8.2% | -21.5% | +29.7% | +19.4% |
| 1Y | +13.4% | -24.5% | +37.9% | +27.4% |
| 3Y | +68.5% | +6.9% | +61.6% | +56.4% |
| 5Y | +97.2% | -18.1% | +115.2% | +105.0% |
| All | +188.7% | +133.9% | +54.7% | +71.9% |
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