+500.1%
XRT vs GPN
+301.8%
+198.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -0.7% |
| 7D | -0.3% | -0.7% | +0.5% | 0.0% |
| 30D | -5.6% | +3.8% | -9.5% | -7.3% |
| 3M | +2.5% | +39.2% | -36.6% | -11.5% |
| 6M | +3.7% | +17.9% | -14.2% | -4.8% |
| YTD | +1.0% | +16.4% | -15.4% | -7.9% |
| 1Y | -1.2% | +3.6% | -4.8% | -5.6% |
| 3Y | +43.4% | -26.7% | +70.0% | +53.6% |
| 5Y | -0.7% | -44.8% | +44.0% | +16.6% |
| 10Y | +123.7% | +24.1% | +99.5% | +70.5% |
| All | +500.1% | +301.8% | +198.3% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling