+513.3%
XRT vs GAP
+126.2%
+387.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +0.8% | -4.5% | +5.3% | +2.5% |
| 30D | -4.2% | +9.0% | -13.2% | -7.7% |
| 3M | +5.1% | +5.0% | +0.1% | +2.4% |
| 6M | +2.4% | -17.8% | +20.2% | +7.7% |
| YTD | +3.2% | -10.4% | +13.6% | +4.7% |
| 1Y | +1.5% | -3.4% | +4.9% | -0.5% |
| 3Y | +40.6% | +111.5% | -70.9% | -9.8% |
| 5Y | -1.0% | +8.8% | -9.8% | -23.5% |
| 10Y | +128.4% | +32.9% | +95.5% | +27.7% |
| All | +513.3% | +126.2% | +387.1% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling