-0.8%
GFS vs XYL
-10.6%
+9.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.6% |
| 7D | +4.5% | +0.8% | +3.7% | +3.8% |
| 30D | -8.2% | -10.8% | +2.7% | -1.3% |
| 3M | -38.9% | -2.5% | -36.3% | -38.9% |
| 6M | -2.9% | -12.2% | +9.3% | +4.0% |
| YTD | +31.8% | -20.1% | +51.9% | +48.8% |
| 1Y | +43.1% | -20.6% | +63.8% | +62.4% |
| 3Y | -20.6% | +17.3% | -38.0% | -33.3% |
| All | -0.8% | -10.6% | +9.8% | -12.5% |
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