+7.2%
GEHC vs XLRE
+28.2%
-21.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.2% |
| 7D | -7.2% | -1.2% | -6.0% | -6.3% |
| 30D | -11.6% | -2.4% | -9.1% | -9.8% |
| 3M | -0.8% | -2.5% | +1.6% | +1.2% |
| 6M | -11.9% | +4.0% | -15.9% | -14.5% |
| YTD | -21.9% | +9.3% | -31.2% | -27.2% |
| 1Y | -17.8% | +5.6% | -23.4% | -21.3% |
| 3Y | -3.5% | +31.3% | -34.8% | -20.1% |
| All | +7.2% | +28.2% | -21.0% | -11.7% |
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