+400.3%
XYL vs GPC
+257.8%
+142.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +0.3% |
| 7D | +2.1% | +0.8% | +1.2% | +1.7% |
| 30D | -3.4% | -1.1% | -2.3% | -2.9% |
| 3M | -17.2% | -6.6% | -10.6% | -14.5% |
| 6M | -12.0% | +22.2% | -34.3% | -21.7% |
| YTD | -26.3% | +5.1% | -31.4% | -30.3% |
| 1Y | -33.5% | +2.8% | -36.3% | -36.4% |
| 3Y | +6.4% | +2.4% | +4.0% | -3.1% |
| 5Y | -20.9% | +7.8% | -28.7% | -31.4% |
| 10Y | +120.8% | +87.2% | +33.6% | +31.0% |
| All | +400.3% | +257.8% | +142.6% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling