+200.1%
GDDY vs XLRE
+89.0%
+111.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | -3.2% | -1.2% | -2.0% | -2.5% |
| 30D | +6.8% | -2.4% | +9.2% | +8.5% |
| 3M | +30.5% | -2.5% | +33.0% | +33.1% |
| 6M | +13.3% | +4.0% | +9.4% | +10.6% |
| YTD | -21.0% | +9.3% | -30.2% | -25.3% |
| 1Y | -34.0% | +5.6% | -39.6% | -36.3% |
| 3Y | +33.1% | +31.3% | +1.8% | +9.4% |
| 5Y | +30.3% | +9.5% | +20.8% | +20.5% |
| All | +200.1% | +89.0% | +111.1% | +99.0% |
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