+43.4%
XRT vs GH
+355.8%
-312.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -0.3% | -2.1% | +1.8% | 0.0% |
| 30D | -5.6% | -4.5% | -1.2% | -5.2% |
| 3M | +2.5% | +28.9% | -26.3% | -0.8% |
| 6M | +3.7% | +76.5% | -72.8% | -3.6% |
| YTD | +1.0% | +57.6% | -56.6% | -5.1% |
| 1Y | -1.2% | +167.5% | -168.7% | -13.6% |
| 3Y | +43.4% | +377.4% | -334.0% | +12.0% |
| All | +43.4% | +355.8% | -312.4% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling