+123.0%
XRT vs GPN
+28.2%
+94.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -3.2% | -4.6% | +1.4% | -1.4% |
| 30D | -4.5% | -0.3% | -4.2% | -4.6% |
| 3M | -3.1% | +35.4% | -38.5% | -14.5% |
| 6M | +4.2% | +21.7% | -17.4% | -4.9% |
| YTD | -0.1% | +14.9% | -15.0% | -7.7% |
| 1Y | -3.0% | +3.2% | -6.2% | -6.7% |
| 3Y | +41.8% | -27.1% | +68.9% | +52.7% |
| 5Y | -1.3% | -44.4% | +43.1% | +15.3% |
| All | +123.0% | +28.2% | +94.8% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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