+174.0%
GD vs XLRE
+110.8%
+63.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -1.9% | +2.1% | -4.0% | -3.1% |
| 30D | +10.9% | +7.1% | +3.8% | +6.7% |
| 3M | -6.8% | +1.3% | -8.0% | -7.5% |
| 6M | +7.0% | +2.1% | +4.9% | +5.5% |
| YTD | +11.1% | +13.1% | -2.0% | +3.2% |
| 1Y | +7.0% | +11.9% | -4.9% | +0.1% |
| 3Y | +59.9% | +43.7% | +16.3% | +27.7% |
| 5Y | +102.5% | +9.7% | +92.7% | +87.1% |
| 10Y | +174.0% | +113.0% | +61.0% | +82.1% |
| All | +174.0% | +110.8% | +63.2% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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