+102.2%
XRT vs GH
+481.7%
-379.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -4.2% | -1.1% | -3.1% | -4.2% |
| 3M | +4.9% | +21.3% | -16.4% | +1.2% |
| 6M | +1.9% | +73.5% | -71.6% | -7.4% |
| YTD | +2.7% | +58.0% | -55.3% | -5.6% |
| 1Y | +0.7% | +163.1% | -162.3% | -15.6% |
| 3Y | +35.6% | +361.0% | -325.5% | -2.0% |
| 5Y | -1.0% | +22.5% | -23.5% | -19.1% |
| All | +102.2% | +481.7% | -379.4% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GH 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling