+176.9%
GE vs XLRE
+109.5%
+67.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.0% |
| 7D | -1.2% | -0.7% | -0.5% | -0.7% |
| 30D | -11.3% | -2.2% | -9.0% | -9.9% |
| 3M | -1.4% | -2.6% | +1.2% | +0.1% |
| 6M | +1.2% | +2.6% | -1.4% | -0.8% |
| YTD | +5.9% | +9.3% | -3.3% | -0.7% |
| 1Y | +18.4% | +7.2% | +11.2% | +12.3% |
| 3Y | +271.0% | +31.3% | +239.7% | +199.4% |
| 5Y | +417.9% | +8.1% | +409.8% | +378.3% |
| 10Y | +152.0% | +88.9% | +63.0% | +59.1% |
| All | +176.9% | +109.5% | +67.5% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling