+110.7%
XRT vs GH
+446.7%
-336.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.7% |
| 7D | +1.7% | +0.6% | +1.2% | +1.6% |
| 30D | +7.5% | -6.9% | +14.4% | +8.4% |
| 3M | +2.2% | -4.9% | +7.1% | +2.4% |
| 6M | +14.7% | +54.1% | -39.4% | +6.0% |
| YTD | +7.5% | +48.5% | -41.0% | -0.7% |
| 1Y | +14.1% | +61.2% | -47.0% | +3.9% |
| 3Y | +58.8% | +570.3% | -511.6% | +7.6% |
| 5Y | -3.9% | +46.1% | -50.1% | -23.2% |
| All | +110.7% | +446.7% | -336.0% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling