+25.3%
GPN vs XYL
+150.5%
-125.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -4.6% | +1.2% | -5.8% | -5.4% |
| 30D | -0.3% | -11.9% | +11.7% | +7.2% |
| 3M | +35.4% | -1.5% | +37.0% | +36.2% |
| 6M | +21.7% | -11.9% | +33.6% | +29.9% |
| YTD | +14.9% | -20.6% | +35.5% | +29.6% |
| 1Y | +3.2% | -23.5% | +26.7% | +18.9% |
| 3Y | -27.1% | +14.9% | -42.0% | -35.6% |
| 5Y | -44.4% | -15.3% | -29.1% | -42.6% |
| All | +25.3% | +150.5% | -125.1% | -31.2% |
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