+514.9%
GEV vs XRT
+21.3%
+493.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | +3.7% | +1.7% | +2.0% | +2.8% |
| 30D | -14.7% | +7.5% | -22.2% | -18.8% |
| 3M | -23.4% | +2.2% | -25.6% | -24.9% |
| 6M | -24.3% | +14.7% | -39.0% | -32.6% |
| YTD | +23.2% | +7.5% | +15.7% | +14.4% |
| 1Y | +44.2% | +14.1% | +30.1% | +27.6% |
| All | +514.9% | +21.3% | +493.5% | +415.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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