-2.6%
XRT vs GPN
-46.4%
+43.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.4% |
| 7D | -3.6% | -3.5% | -0.1% | -2.3% |
| 30D | -6.7% | +3.1% | -9.8% | -7.9% |
| 3M | -1.4% | +42.3% | -43.7% | -14.0% |
| 6M | +1.7% | +20.9% | -19.2% | -6.5% |
| YTD | -1.5% | +15.2% | -16.7% | -8.5% |
| 1Y | -2.5% | +5.4% | -7.9% | -6.5% |
| 3Y | +39.9% | -27.4% | +67.3% | +52.6% |
| 5Y | -2.6% | -44.2% | +41.6% | +14.6% |
| All | -2.6% | -46.4% | +43.7% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling