+107.0%
XYL vs GPC
+85.0%
+22.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -5.7% | -1.8% | -3.9% | -4.9% |
| 3M | -19.8% | -6.6% | -13.2% | -17.3% |
| 6M | -14.2% | +21.3% | -35.5% | -22.9% |
| YTD | -28.1% | +4.3% | -32.4% | -31.5% |
| 1Y | -35.0% | +3.3% | -38.2% | -37.9% |
| 3Y | +2.1% | +0.8% | +1.3% | -5.9% |
| 5Y | -22.1% | +7.4% | -29.5% | -32.2% |
| 10Y | +107.0% | +79.2% | +27.7% | +32.1% |
| All | +107.0% | +85.0% | +22.0% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling