+1.5%
XRT vs GAP
+9.7%
-8.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +0.8% | -4.5% | +5.3% | +2.2% |
| 30D | -4.2% | +9.0% | -13.2% | -7.2% |
| 3M | +5.1% | +5.0% | +0.1% | +2.8% |
| 6M | +2.4% | -17.8% | +20.2% | +7.0% |
| YTD | +3.2% | -10.4% | +13.6% | +4.6% |
| 1Y | +1.5% | -3.4% | +4.9% | -0.1% |
| 3Y | +40.6% | +111.5% | -70.9% | -6.3% |
| All | +1.5% | +9.7% | -8.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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