+97.2%
GD vs XLRE
+7.0%
+90.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.5% |
| 7D | -5.3% | -1.2% | -4.0% | -4.7% |
| 30D | -6.4% | -2.8% | -3.6% | -5.3% |
| 3M | +5.7% | -0.2% | +5.9% | +5.7% |
| 6M | -0.9% | +1.9% | -2.9% | -2.0% |
| YTD | +8.2% | +10.6% | -2.4% | +3.3% |
| 1Y | +13.4% | +8.8% | +4.6% | +9.1% |
| 3Y | +68.5% | +31.5% | +37.0% | +48.8% |
| All | +97.2% | +7.0% | +90.3% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling