+41.8%
XRT vs GPN
-27.4%
+69.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.2% | -4.3% | +1.1% | -1.9% |
| 30D | -4.5% | 0.0% | -4.5% | -4.6% |
| 3M | -3.1% | +35.8% | -38.9% | -12.2% |
| 6M | +4.2% | +22.0% | -17.8% | -2.9% |
| YTD | -0.1% | +15.2% | -15.3% | -5.8% |
| 1Y | -3.0% | +3.5% | -6.5% | -5.3% |
| 3Y | +41.8% | -26.9% | +68.7% | +53.3% |
| All | +41.8% | -27.4% | +69.2% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling