+10.3%
GLXY vs XYL
-13.5%
+23.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.1% | -5.9% | -6.4% |
| 7D | +4.5% | +0.8% | +3.7% | +4.2% |
| 30D | +28.8% | -10.8% | +39.7% | +36.8% |
| 3M | -23.0% | -2.5% | -20.5% | -25.4% |
| 6M | +17.0% | -12.2% | +29.2% | +23.4% |
| YTD | +12.5% | -20.1% | +32.6% | +29.3% |
| 1Y | -5.4% | -20.6% | +15.3% | +12.3% |
| All | +10.3% | -13.5% | +23.8% | +24.1% |
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