+548.6%
XRT vs GAP
+123.2%
+425.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +4.1% | -0.1% | +4.2% | +4.1% |
| 30D | +9.9% | -5.4% | +15.4% | +12.1% |
| 3M | +2.3% | +2.9% | -0.6% | +0.3% |
| 6M | +9.6% | -4.4% | +14.0% | +9.4% |
| YTD | +9.1% | -11.6% | +20.7% | +10.9% |
| 1Y | +16.2% | -6.0% | +22.3% | +15.2% |
| 3Y | +60.1% | +78.0% | -17.9% | +10.4% |
| 5Y | -0.5% | +8.5% | -9.0% | -23.0% |
| 10Y | +145.1% | +8.6% | +136.5% | +51.8% |
| All | +548.6% | +123.2% | +425.5% | +128.2% |
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