+539.0%
XRT vs GD
+755.1%
-216.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.5% |
| 7D | +2.3% | -3.9% | +6.2% | +4.5% |
| 30D | +9.8% | +8.1% | +1.7% | +4.9% |
| 3M | -0.2% | -6.8% | +6.6% | +3.5% |
| 6M | +8.4% | +3.0% | +5.4% | +5.7% |
| YTD | +7.5% | +7.8% | -0.2% | +1.4% |
| 1Y | +13.2% | +5.8% | +7.4% | +7.8% |
| 3Y | +52.0% | +55.3% | -3.3% | +13.5% |
| 5Y | -3.2% | +96.7% | -99.8% | -38.2% |
| 10Y | +157.1% | +195.4% | -38.3% | +22.1% |
| All | +539.0% | +755.1% | -216.1% | +54.4% |
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