+500.1%
XRT vs GFI
+318.7%
+181.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.1% |
| 7D | -0.3% | +5.7% | -5.9% | -0.6% |
| 30D | -5.6% | +15.6% | -21.2% | -6.5% |
| 3M | +2.5% | +31.5% | -29.0% | +0.6% |
| 6M | +3.7% | -3.7% | +7.4% | +3.4% |
| YTD | +1.0% | +11.2% | -10.3% | -0.4% |
| 1Y | -1.2% | +36.4% | -37.6% | -4.0% |
| 3Y | +43.4% | +313.5% | -270.2% | +28.7% |
| 5Y | -0.7% | +528.0% | -528.7% | -14.5% |
| 10Y | +123.7% | +1,021.4% | -897.7% | +78.8% |
| All | +500.1% | +318.7% | +181.4% | +351.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling