-54.5%
GTLB vs XYL
-6.4%
-48.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.9% |
| 7D | -4.1% | -1.2% | -2.8% | -3.4% |
| 30D | +12.3% | -13.2% | +25.5% | +25.4% |
| 3M | +65.9% | -0.2% | +66.1% | +63.1% |
| 6M | +104.0% | -12.5% | +116.5% | +120.0% |
| YTD | +26.0% | -20.9% | +46.9% | +47.9% |
| 1Y | -3.5% | -21.6% | +18.1% | +13.3% |
| 3Y | -9.6% | +16.1% | -25.8% | -32.4% |
| All | -54.5% | -6.4% | -48.0% | -59.3% |
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