+81.6%
GM vs XRT
-4.5%
+86.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.4% |
| 7D | -1.1% | -3.6% | +2.5% | +1.8% |
| 30D | -3.4% | -6.7% | +3.3% | +1.9% |
| 3M | +8.7% | -1.4% | +10.1% | +9.6% |
| 6M | +15.4% | +1.7% | +13.7% | +13.7% |
| YTD | +6.6% | -1.5% | +8.1% | +7.6% |
| 1Y | +51.5% | -2.5% | +54.0% | +53.8% |
| 3Y | +169.3% | +39.9% | +129.4% | +100.4% |
| 5Y | +81.6% | -2.6% | +84.2% | +70.3% |
| All | +81.6% | -4.5% | +86.0% | +70.3% |
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