+132.2%
XRT vs GD
+165.4%
-33.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -0.4% | +1.9% | -2.3% | -1.4% |
| 30D | +7.5% | +9.2% | -1.7% | +2.6% |
| 3M | +2.3% | -7.5% | +9.8% | +6.2% |
| 6M | +12.8% | +5.8% | +7.1% | +8.8% |
| YTD | +7.1% | +9.8% | -2.7% | +0.5% |
| 1Y | +12.3% | +5.8% | +6.5% | +7.5% |
| 3Y | +57.0% | +58.0% | -1.0% | +18.6% |
| 5Y | -4.3% | +100.4% | -104.7% | -37.9% |
| All | +132.2% | +165.4% | -33.2% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling