+123.7%
XRT vs GPC
+79.8%
+43.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -0.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | -5.6% | -0.4% | -5.2% | -5.5% |
| 3M | +2.5% | +39.2% | -36.6% | -15.3% |
| 6M | +3.7% | +18.2% | -14.6% | -6.7% |
| YTD | +1.0% | +12.1% | -11.1% | -7.8% |
| 1Y | -1.2% | -0.7% | -0.5% | -3.4% |
| 3Y | +43.4% | -1.7% | +45.0% | +35.1% |
| 5Y | -0.7% | +29.3% | -30.0% | -20.4% |
| 10Y | +123.7% | +80.7% | +43.0% | +39.6% |
| All | +123.7% | +79.8% | +43.9% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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