+43.4%
XRT vs GTLB
-8.4%
+51.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -1.5% |
| 7D | -0.3% | +4.6% | -4.8% | -0.8% |
| 30D | -5.6% | +21.0% | -26.6% | -7.9% |
| 3M | +2.5% | +51.7% | -49.2% | -2.9% |
| 6M | +3.7% | +89.3% | -85.6% | -5.1% |
| YTD | +1.0% | +25.6% | -24.7% | -2.8% |
| 1Y | -1.2% | -1.5% | +0.3% | -2.0% |
| 3Y | +43.4% | -9.9% | +53.3% | +36.6% |
| All | +43.4% | -8.4% | +51.8% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling