+12.4%
GD vs XLRE
+9.0%
+3.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -3.5% | -0.3% | -3.2% | -3.3% |
| 30D | -9.0% | -2.4% | -6.6% | -8.0% |
| 3M | +5.1% | +0.6% | +4.5% | +4.3% |
| 6M | -1.0% | +3.9% | -5.0% | -3.6% |
| YTD | +7.3% | +10.5% | -3.2% | -0.5% |
| 1Y | +12.4% | +8.4% | +4.1% | +6.2% |
| All | +12.4% | +9.0% | +3.4% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling