-21.1%
GIS vs XRT
+128.2%
-149.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -6.4% | -3.2% | -3.2% | -5.9% |
| 30D | -6.1% | -4.5% | -1.6% | -5.4% |
| 3M | +7.8% | -3.1% | +10.9% | +8.4% |
| 6M | -8.8% | +4.2% | -13.0% | -9.3% |
| YTD | -19.1% | -0.1% | -19.0% | -19.1% |
| 1Y | -24.8% | -3.0% | -21.7% | -24.5% |
| 3Y | -37.6% | +41.8% | -79.4% | -41.0% |
| 5Y | -25.4% | -1.3% | -24.2% | -26.3% |
| All | -21.1% | +128.2% | -149.3% | -38.1% |
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