-20.1%
GFS vs XLRE
+44.1%
-64.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +7.4% | +0.8% | +6.5% | +6.9% |
| 30D | -15.3% | +6.9% | -22.2% | -18.7% |
| 3M | -21.1% | -0.8% | -20.3% | -20.7% |
| 6M | -44.5% | +2.1% | -46.6% | -45.9% |
| YTD | +19.2% | +12.6% | +6.6% | +7.4% |
| 1Y | +27.2% | +12.5% | +14.7% | +14.7% |
| 3Y | -20.1% | +44.2% | -64.3% | -46.1% |
| All | -20.1% | +44.1% | -64.3% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling