+133.2%
XRT vs GD
+165.7%
-32.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.7% | +2.7% | -0.9% | +0.4% |
| 30D | +7.5% | +8.6% | -1.1% | +2.9% |
| 3M | +2.2% | -7.1% | +9.2% | +5.9% |
| 6M | +14.7% | +7.5% | +7.2% | +9.7% |
| YTD | +7.5% | +9.9% | -2.4% | +0.9% |
| 1Y | +14.1% | +7.6% | +6.6% | +8.3% |
| 3Y | +58.8% | +56.2% | +2.6% | +20.7% |
| 5Y | -3.9% | +100.6% | -104.5% | -37.7% |
| All | +133.2% | +165.7% | -32.5% | +32.5% |
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