-2.7%
GFS vs XLRE
+8.2%
-10.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +2.6% | -0.3% | +3.0% | +2.9% |
| 30D | -16.4% | -2.4% | -14.0% | -14.8% |
| 3M | -41.6% | +0.6% | -42.2% | -42.6% |
| 6M | -3.7% | +3.9% | -7.6% | -8.0% |
| YTD | +29.3% | +10.5% | +18.8% | +17.0% |
| 1Y | +37.1% | +8.4% | +28.7% | +26.2% |
| 3Y | -22.1% | +32.8% | -54.9% | -41.3% |
| All | -2.7% | +8.2% | -10.9% | -5.6% |
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