+185.7%
GS vs XRT
-1.0%
+186.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | -1.6% | -4.2% | +2.6% | +0.8% |
| 3M | -4.5% | +5.1% | -9.6% | -7.7% |
| 6M | +20.9% | +2.4% | +18.5% | +18.6% |
| YTD | +19.9% | +3.2% | +16.7% | +17.2% |
| 1Y | +41.4% | +1.5% | +39.9% | +39.2% |
| 3Y | +239.2% | +40.6% | +198.6% | +177.5% |
| All | +185.7% | -1.0% | +186.8% | +167.7% |
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 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