+432.8%
XYL vs GPC
+293.2%
+139.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.6% |
| 7D | -5.0% | +1.2% | -6.2% | -5.6% |
| 30D | -13.2% | +6.0% | -19.2% | -15.8% |
| 3M | -3.7% | +42.6% | -46.3% | -20.6% |
| 6M | -17.7% | +22.8% | -40.5% | -27.0% |
| YTD | -21.5% | +15.5% | -37.0% | -29.1% |
| 1Y | -24.5% | +2.0% | -26.5% | -27.2% |
| 3Y | +6.9% | -1.4% | +8.4% | -0.2% |
| 5Y | -18.1% | +30.6% | -48.7% | -36.2% |
| 10Y | +134.7% | +80.6% | +54.1% | +44.1% |
| All | +432.8% | +293.2% | +139.6% | +106.7% |
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 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