-14.3%
XYL vs GPC
+29.0%
-43.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +4.1% |
| 7D | +1.8% | +0.2% | +1.6% | +1.6% |
| 30D | -9.2% | -0.4% | -8.8% | -9.2% |
| 3M | -0.3% | +39.2% | -39.5% | -12.7% |
| 6M | -11.0% | +18.2% | -29.2% | -17.2% |
| YTD | -19.2% | +12.1% | -31.3% | -24.3% |
| 1Y | -21.2% | -0.7% | -20.5% | -22.4% |
| 3Y | +18.6% | -1.7% | +20.3% | +12.3% |
| 5Y | -14.3% | +29.3% | -43.6% | -36.1% |
| All | -14.3% | +29.0% | -43.4% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling