+1,100.4%
GLW vs XYL
+403.7%
+696.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -1.9% |
| 7D | -11.1% | +0.6% | -11.7% | -11.6% |
| 30D | -28.4% | -5.7% | -22.7% | -27.3% |
| 3M | -28.8% | -19.8% | -9.0% | -20.5% |
| 6M | -39.8% | -14.2% | -25.6% | -36.1% |
| YTD | +28.7% | -28.1% | +56.8% | +51.9% |
| 1Y | +27.7% | -35.0% | +62.7% | +60.3% |
| 3Y | +331.3% | +2.1% | +329.3% | +306.8% |
| 5Y | +233.4% | -22.1% | +255.6% | +259.5% |
| 10Y | +521.8% | +107.0% | +414.8% | +279.9% |
| All | +1,100.4% | +403.7% | +696.7% | +389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling