+123.0%
XRT vs GFI
+1,066.8%
-943.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.4% |
| 7D | -3.2% | -4.9% | +1.7% | -3.0% |
| 30D | -4.5% | +10.7% | -15.2% | -4.9% |
| 3M | -3.1% | +25.6% | -28.7% | -4.0% |
| 6M | +4.2% | -8.3% | +12.5% | +4.2% |
| YTD | -0.1% | +6.3% | -6.4% | -0.7% |
| 1Y | -3.0% | +22.1% | -25.1% | -4.2% |
| 3Y | +41.8% | +289.2% | -247.4% | +34.1% |
| 5Y | -1.3% | +531.7% | -532.9% | -8.3% |
| All | +123.0% | +1,066.8% | -943.9% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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