-40.4%
GIS vs XRT
+58.0%
-98.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -8.1% | -0.4% | -7.6% | -8.0% |
| 30D | +5.3% | +7.5% | -2.2% | +3.8% |
| 3M | -10.5% | +2.3% | -12.9% | -11.0% |
| 6M | +1.8% | +12.8% | -11.0% | 0.0% |
| YTD | -22.9% | +7.1% | -30.0% | -23.9% |
| 1Y | -22.9% | +12.3% | -35.2% | -24.3% |
| All | -40.4% | +58.0% | -98.4% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling