-22.9%
GIS vs XRT
-2.4%
-20.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -8.6% | -2.4% | -6.2% | -8.4% |
| 30D | -0.5% | -6.9% | +6.5% | +0.3% |
| 3M | +11.9% | -0.4% | +12.3% | +12.1% |
| 6M | -11.6% | +2.2% | -13.8% | -11.6% |
| YTD | -16.3% | -0.7% | -15.6% | -16.2% |
| 1Y | -21.8% | -2.0% | -19.8% | -21.6% |
| 3Y | -35.7% | +41.0% | -76.7% | -37.2% |
| 5Y | -22.9% | -3.3% | -19.6% | -23.5% |
| All | -22.9% | -2.4% | -20.5% | -23.5% |
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 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