-33.4%
GLXY vs XYL
-24.4%
-9.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.9% |
| 7D | +16.9% | -6.0% | +23.0% | +17.3% |
| 30D | -23.0% | -8.3% | -14.7% | -23.1% |
| 3M | -28.0% | -22.6% | -5.4% | -21.4% |
| 6M | -51.6% | -15.0% | -36.6% | -51.9% |
| YTD | -32.1% | -30.2% | -1.9% | -20.1% |
| 1Y | -51.5% | -36.4% | -15.1% | -38.7% |
| All | -33.4% | -24.4% | -9.0% | -23.2% |
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