+113.7%
XRT vs GH
+457.8%
-344.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.4% | -8.2% | +6.7% | -0.2% |
| 30D | +9.8% | -4.9% | +14.7% | +10.4% |
| 3M | +3.3% | -6.2% | +9.5% | +3.7% |
| 6M | +13.6% | +60.0% | -46.4% | +4.4% |
| YTD | +9.1% | +51.5% | -42.5% | +0.5% |
| 1Y | +15.1% | +58.4% | -43.3% | +5.1% |
| 3Y | +59.9% | +617.2% | -557.3% | +7.2% |
| 5Y | -1.7% | +47.0% | -48.8% | -21.6% |
| All | +113.7% | +457.8% | -344.1% | +39.2% |
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