-16.4%
GFS vs XYL
-18.8%
+2.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +7.4% |
| 7D | -7.8% | +5.9% | -13.7% | -11.1% |
| 30D | -19.7% | -3.9% | -15.7% | -19.7% |
| 3M | -23.1% | -18.7% | -4.4% | -15.0% |
| 6M | -46.4% | -16.9% | -29.5% | -42.2% |
| YTD | +11.0% | -27.4% | +38.4% | +29.4% |
| 1Y | +12.6% | -34.0% | +46.7% | +40.7% |
| 3Y | -24.9% | +5.6% | -30.5% | -34.4% |
| 5Y | -39.1% | -20.6% | -18.5% | -44.5% |
| All | -16.4% | -18.8% | +2.3% | -24.0% |
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