+150.2%
XYL vs GPC
+83.6%
+66.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | +0.8% | -0.6% | +1.5% | +1.1% |
| 30D | -10.8% | +1.3% | -12.1% | -11.5% |
| 3M | -2.5% | +37.1% | -39.6% | -17.4% |
| 6M | -12.2% | +23.2% | -35.4% | -21.8% |
| YTD | -20.1% | +13.1% | -33.2% | -26.8% |
| 1Y | -20.6% | +0.9% | -21.5% | -23.0% |
| 3Y | +17.3% | -0.8% | +18.1% | +9.2% |
| 5Y | -14.5% | +31.1% | -45.6% | -33.3% |
| 10Y | +150.2% | +87.4% | +62.8% | +52.7% |
| All | +150.2% | +83.6% | +66.6% | +52.7% |
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