+513.3%
XRT vs GPC
+531.5%
-18.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 7D | +0.8% | +1.2% | -0.4% | 0.0% |
| 30D | -4.2% | +6.0% | -10.2% | -7.8% |
| 3M | +5.1% | +42.6% | -37.5% | -17.9% |
| 6M | +2.4% | +22.8% | -20.3% | -12.1% |
| YTD | +3.2% | +15.5% | -12.3% | -9.4% |
| 1Y | +1.5% | +2.0% | -0.5% | -3.3% |
| 3Y | +40.6% | -1.4% | +42.0% | +30.0% |
| 5Y | -1.0% | +30.6% | -31.6% | -25.2% |
| 10Y | +128.4% | +80.6% | +47.8% | +26.8% |
| All | +513.3% | +531.5% | -18.2% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling