-2.8%
XRT vs GFS
-2.1%
-0.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.1% |
| 7D | -2.4% | +4.5% | -6.9% | -3.5% |
| 30D | -6.9% | -8.2% | +1.2% | -5.2% |
| 3M | -0.4% | -38.9% | +38.4% | +11.1% |
| 6M | +2.2% | -2.9% | +5.1% | -2.0% |
| YTD | -0.7% | +31.8% | -32.5% | -14.4% |
| 1Y | -2.0% | +43.1% | -45.1% | -18.1% |
| 3Y | +41.0% | -20.6% | +61.7% | +35.2% |
| All | -2.8% | -2.1% | -0.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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