+606.9%
GEV vs XLRE
+20.1%
+586.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.5% |
| 7D | -1.9% | -2.7% | +0.8% | -0.9% |
| 30D | -8.7% | -2.3% | -6.4% | -7.9% |
| 3M | +6.6% | -3.5% | +10.1% | +7.4% |
| 6M | +10.2% | +1.9% | +8.4% | +7.7% |
| YTD | +41.6% | +8.3% | +33.3% | +33.8% |
| 1Y | +43.9% | +6.4% | +37.5% | +37.1% |
| All | +606.9% | +20.1% | +586.8% | +516.7% |
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 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