-4.6%
GS vs XRT
+8.9%
-13.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.5% | -5.5% |
| 7D | -6.3% | +2.3% | -8.7% | -6.7% |
| 30D | -3.1% | +9.8% | -12.9% | -5.0% |
| 3M | -17.7% | -0.2% | -17.5% | -17.7% |
| 6M | -4.6% | +8.4% | -12.9% | -7.2% |
| All | -4.6% | +8.9% | -13.5% | -7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling