-10.3%
GFS vs XLRE
+10.3%
-20.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +0.8% | +6.5% | +6.7% |
| 30D | -15.3% | +6.9% | -22.2% | -19.7% |
| 3M | -21.1% | -0.8% | -20.3% | -20.8% |
| 6M | -44.5% | +2.1% | -46.6% | -46.2% |
| YTD | +19.2% | +12.6% | +6.6% | +6.1% |
| 1Y | +27.2% | +12.5% | +14.7% | +13.3% |
| 3Y | -20.1% | +44.2% | -64.3% | -44.0% |
| 5Y | -25.6% | +9.1% | -34.7% | -29.4% |
| All | -10.3% | +10.3% | -20.6% | -14.4% |
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