+46.2%
GFS vs XLRE
+7.1%
+39.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | +3.8% | -1.2% | +5.0% | +4.0% |
| 30D | -11.7% | -2.4% | -9.3% | -11.4% |
| 3M | -41.8% | -2.5% | -39.3% | -41.9% |
| 6M | +6.6% | +4.0% | +2.7% | +0.3% |
| YTD | +34.6% | +9.3% | +25.4% | +20.8% |
| 1Y | +46.2% | +5.6% | +40.6% | +35.2% |
| All | +46.2% | +7.1% | +39.0% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling