+165.2%
GD vs XYL
+100.4%
+64.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +2.7% | -3.7% | +6.4% | +4.3% |
| 30D | +8.6% | -8.3% | +16.9% | +11.7% |
| 3M | -7.1% | -21.4% | +14.4% | +2.3% |
| 6M | +7.5% | -12.9% | +20.4% | +12.4% |
| YTD | +9.9% | -30.1% | +40.0% | +26.2% |
| 1Y | +7.6% | -35.2% | +42.7% | +27.9% |
| 3Y | +56.2% | -0.8% | +57.0% | +48.4% |
| 5Y | +100.6% | -23.2% | +123.9% | +111.6% |
| All | +165.2% | +100.4% | +64.8% | +70.1% |
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