+195.4%
GIS vs XRT
+514.3%
-318.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | -7.8% | +0.8% | -8.7% | -8.0% |
| 30D | +6.6% | -4.2% | +10.8% | +7.5% |
| 3M | +21.0% | +5.1% | +15.9% | +19.8% |
| 6M | -9.1% | +2.4% | -11.5% | -9.5% |
| YTD | -13.6% | +3.2% | -16.8% | -14.2% |
| 1Y | -18.0% | +1.5% | -19.5% | -18.4% |
| 3Y | -33.7% | +40.6% | -74.2% | -38.9% |
| 5Y | -19.4% | -1.0% | -18.5% | -21.6% |
| 10Y | -21.3% | +128.4% | -149.7% | -40.4% |
| All | +195.4% | +514.3% | -318.9% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling