+458.9%
GS vs XRT
+145.8%
+313.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -0.1% | -1.4% | +1.3% | +0.9% |
| 30D | +3.7% | +9.8% | -6.1% | -2.3% |
| 3M | -10.0% | +3.3% | -13.2% | -12.0% |
| 6M | -1.0% | +13.6% | -14.6% | -9.3% |
| YTD | +7.0% | +9.1% | -2.1% | +0.6% |
| 1Y | +16.6% | +15.1% | +1.6% | +6.0% |
| 3Y | +204.4% | +59.9% | +144.5% | +123.3% |
| 5Y | +160.0% | -1.7% | +161.8% | +152.4% |
| 10Y | +458.9% | +141.1% | +317.7% | +135.6% |
| All | +458.9% | +145.8% | +313.0% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling