+526.0%
GLW vs XYL
+100.4%
+425.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +7.7% | -3.7% | +11.5% | +10.3% |
| 30D | -18.8% | -8.3% | -10.5% | -16.1% |
| 3M | -27.7% | -21.4% | -6.3% | -17.7% |
| 6M | -44.4% | -12.9% | -31.5% | -41.3% |
| YTD | +31.3% | -30.1% | +61.4% | +59.5% |
| 1Y | +40.0% | -35.2% | +75.2% | +78.9% |
| 3Y | +339.2% | -0.8% | +340.0% | +315.0% |
| 5Y | +229.2% | -23.2% | +252.4% | +260.1% |
| All | +526.0% | +100.4% | +425.6% | +255.2% |
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