-1.2%
XRT vs GPC
-0.1%
-1.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.3% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | -5.6% | -0.4% | -5.2% | -5.5% |
| 3M | +2.5% | +39.2% | -36.6% | -8.1% |
| 6M | +3.7% | +18.2% | -14.6% | -2.9% |
| YTD | +1.0% | +12.1% | -11.1% | -9.3% |
| 1Y | -1.2% | -0.7% | -0.5% | -5.8% |
| All | -1.2% | -0.1% | -1.1% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling