+152.6%
XRT vs GD
+185.2%
-32.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.5% |
| 7D | +2.5% | -3.0% | +5.5% | +4.0% |
| 30D | +10.3% | +9.3% | +1.0% | +5.3% |
| 3M | +2.4% | -7.2% | +9.6% | +6.1% |
| 6M | +10.0% | +5.5% | +4.5% | +6.2% |
| YTD | +9.5% | +9.5% | 0.0% | +3.0% |
| 1Y | +17.2% | +6.4% | +10.7% | +11.8% |
| 3Y | +62.0% | +59.8% | +2.1% | +21.4% |
| 5Y | -2.1% | +98.0% | -100.1% | -36.1% |
| 10Y | +152.6% | +177.4% | -24.8% | +38.0% |
| All | +152.6% | +185.2% | -32.6% | +38.0% |
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