-31.5%
XYL vs GPC
+6.5%
-38.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +4.5% |
| 7D | +14.5% | +4.1% | +10.4% | +13.4% |
| 30D | -1.3% | +0.1% | -1.5% | -1.5% |
| 3M | -17.0% | -3.9% | -13.1% | -16.5% |
| 6M | -11.3% | +24.4% | -35.7% | -16.0% |
| YTD | -25.0% | +5.7% | -30.7% | -30.9% |
| 1Y | -31.5% | +6.8% | -38.3% | -37.1% |
| All | -31.5% | +6.5% | -38.0% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling