+148.1%
XRT vs GPC
+85.6%
+62.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.0% |
| 7D | +0.9% | +1.6% | -0.7% | +0.1% |
| 30D | +7.9% | -2.1% | +10.0% | +9.0% |
| 3M | -0.2% | -6.8% | +6.6% | +3.4% |
| 6M | +5.6% | +18.6% | -13.0% | -5.2% |
| YTD | +5.7% | +2.7% | +3.0% | +0.9% |
| 1Y | +14.6% | +1.8% | +12.8% | +9.9% |
| 3Y | +50.7% | +1.1% | +49.6% | +39.2% |
| 5Y | -4.8% | +4.1% | -8.9% | -14.1% |
| All | +148.1% | +85.6% | +62.5% | +50.2% |
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