+332.1%
GPN vs XYL
+466.0%
-133.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.3% | -5.0% |
| 7D | -0.7% | +1.8% | -2.5% | -1.8% |
| 30D | +3.8% | -9.2% | +13.1% | +9.1% |
| 3M | +39.2% | -0.3% | +39.4% | +39.0% |
| 6M | +17.9% | -11.0% | +28.8% | +24.6% |
| YTD | +16.4% | -19.2% | +35.6% | +28.9% |
| 1Y | +3.6% | -21.2% | +24.8% | +16.2% |
| 3Y | -26.7% | +18.6% | -45.3% | -35.1% |
| 5Y | -44.8% | -14.3% | -30.5% | -43.4% |
| 10Y | +24.1% | +141.0% | -116.9% | -25.7% |
| All | +332.1% | +466.0% | -133.9% | +87.2% |
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 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