-1.7%
XRT vs GTLB
-49.8%
+48.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.1% |
| 7D | -3.6% | -4.1% | +0.5% | -2.9% |
| 30D | -6.7% | +12.3% | -19.0% | -8.7% |
| 3M | -1.4% | +65.9% | -67.3% | -9.8% |
| 6M | +1.7% | +104.0% | -102.3% | -11.1% |
| YTD | -1.5% | +26.0% | -27.5% | -7.1% |
| 1Y | -2.5% | -3.5% | +1.0% | -4.3% |
| 3Y | +39.9% | -9.6% | +49.5% | +31.7% |
| All | -1.7% | -49.8% | +48.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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