+513.3%
XRT vs GD
+758.3%
-244.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +2.0% |
| 7D | +0.8% | -5.3% | +6.1% | +3.9% |
| 30D | -4.2% | -6.4% | +2.2% | -0.6% |
| 3M | +5.1% | +5.7% | -0.6% | +1.3% |
| 6M | +2.4% | -0.9% | +3.4% | +2.0% |
| YTD | +3.2% | +8.2% | -5.0% | -2.7% |
| 1Y | +1.5% | +13.4% | -11.9% | -7.0% |
| 3Y | +40.6% | +68.5% | -27.9% | -0.2% |
| 5Y | -1.0% | +97.2% | -98.1% | -36.7% |
| 10Y | +128.4% | +190.2% | -61.8% | +9.9% |
| All | +513.3% | +758.3% | -244.9% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling