+867.9%
GLW vs XYL
+140.7%
+727.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.2% |
| 7D | +16.9% | +0.8% | +16.0% | +16.2% |
| 30D | +7.0% | -10.8% | +17.8% | +15.1% |
| 3M | -3.0% | -2.5% | -0.4% | -2.5% |
| 6M | +31.0% | -12.2% | +43.2% | +41.5% |
| YTD | +93.4% | -20.1% | +113.5% | +120.7% |
| 1Y | +134.7% | -20.6% | +155.4% | +169.5% |
| 3Y | +471.8% | +17.3% | +454.5% | +395.8% |
| 5Y | +394.5% | -14.5% | +409.0% | +416.4% |
| 10Y | +867.9% | +150.2% | +717.7% | +409.8% |
| All | +867.9% | +140.7% | +727.2% | +409.8% |
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