+3.0%
XRT vs GTLB
-47.1%
+50.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +0.8% | +11.1% | -10.2% | -1.0% |
| 30D | -4.2% | +37.8% | -42.0% | -9.4% |
| 3M | +5.1% | +61.6% | -56.5% | -3.5% |
| 6M | +2.4% | +98.9% | -96.5% | -10.1% |
| YTD | +3.2% | +32.8% | -29.6% | -3.5% |
| 1Y | +1.5% | +14.7% | -13.1% | -3.4% |
| 3Y | +40.6% | +1.3% | +39.2% | +29.6% |
| All | +3.0% | -47.1% | +50.1% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling