-43.8%
GPN vs XYL
-16.2%
-27.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -4.6% | +1.2% | -5.8% | -5.3% |
| 30D | -0.3% | -11.9% | +11.7% | +6.4% |
| 3M | +35.4% | -1.5% | +37.0% | +36.1% |
| 6M | +21.7% | -11.9% | +33.6% | +29.1% |
| YTD | +14.9% | -20.6% | +35.5% | +28.1% |
| 1Y | +3.2% | -23.5% | +26.7% | +17.3% |
| 3Y | -27.1% | +14.9% | -42.0% | -35.2% |
| All | -43.8% | -16.2% | -27.6% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling