+388.8%
GH vs XLRE
+76.7%
+312.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.9% |
| 7D | -2.5% | -1.2% | -1.3% | -1.4% |
| 30D | -4.7% | -2.4% | -2.3% | -2.6% |
| 3M | +20.2% | -2.5% | +22.7% | +22.4% |
| 6M | +78.8% | +4.0% | +74.8% | +71.2% |
| YTD | +54.1% | +9.3% | +44.8% | +40.2% |
| 1Y | +177.1% | +5.6% | +171.5% | +160.5% |
| 3Y | +371.6% | +31.3% | +340.3% | +260.8% |
| 5Y | +21.9% | +9.5% | +12.4% | +14.1% |
| All | +388.8% | +76.7% | +312.1% | +217.3% |
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