+163.5%
GIS vs XRT
+537.3%
-373.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| YTD | -22.9% | +7.1% | -30.0% | -24.1% |
| 1Y | -22.9% | +12.3% | -35.2% | -24.8% |
| 3Y | -40.5% | +57.0% | -97.5% | -46.4% |
| 5Y | -34.9% | -4.3% | -30.6% | -35.9% |
| 10Y | -19.0% | +136.7% | -155.7% | -39.1% |
| All | +163.5% | +537.3% | -373.8% | +51.2% |
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