+58.8%
XRT vs GPC
+0.2%
+58.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +7.5% | -6.3% | +13.8% | +10.1% |
| 3M | +2.2% | -8.2% | +10.4% | +5.4% |
| 6M | +14.7% | +27.1% | -12.4% | +3.7% |
| YTD | +7.5% | +3.1% | +4.4% | +3.7% |
| 1Y | +14.1% | +0.1% | +14.1% | +11.4% |
| 3Y | +58.8% | +0.2% | +58.6% | +42.1% |
| All | +58.8% | +0.2% | +58.6% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling