-20.6%
XYL vs GPC
+0.6%
-21.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +0.8% | -0.6% | +1.5% | +0.9% |
| 30D | -10.8% | +1.3% | -12.1% | -11.2% |
| 3M | -2.5% | +37.1% | -39.6% | -9.4% |
| 6M | -12.2% | +23.2% | -35.4% | -17.2% |
| YTD | -20.1% | +13.1% | -33.2% | -26.2% |
| 1Y | -20.6% | +0.9% | -21.5% | -23.6% |
| All | -20.6% | +0.6% | -21.2% | -23.6% |
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