+627.7%
GEV vs XRT
+12.1%
+615.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.0% |
| 7D | +3.2% | -2.4% | +5.6% | +4.7% |
| 30D | -4.0% | -6.9% | +2.9% | +0.4% |
| 3M | +3.4% | -0.4% | +3.8% | +2.2% |
| 6M | +14.7% | +2.2% | +12.5% | +10.7% |
| YTD | +45.8% | -0.7% | +46.5% | +43.1% |
| 1Y | +57.4% | -2.0% | +59.4% | +55.9% |
| All | +627.7% | +12.1% | +615.6% | +545.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling