-9.1%
GIS vs XRT
+2.0%
-11.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.0% |
| 7D | -7.8% | +0.8% | -8.7% | -8.3% |
| 30D | +6.6% | -4.2% | +10.8% | +8.9% |
| 3M | +21.0% | +5.1% | +15.9% | +19.3% |
| 6M | -9.1% | +2.4% | -11.5% | -9.9% |
| All | -9.1% | +2.0% | -11.0% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling