+405.5%
GH vs XLRE
+76.6%
+328.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +2.2% |
| 7D | -0.2% | -0.7% | +0.6% | +0.5% |
| 30D | -2.6% | -2.2% | -0.4% | -0.7% |
| 3M | +25.1% | -2.6% | +27.7% | +27.5% |
| 6M | +78.5% | +2.6% | +75.9% | +73.3% |
| YTD | +59.4% | +9.3% | +50.1% | +45.1% |
| 1Y | +173.9% | +7.2% | +166.6% | +153.6% |
| 3Y | +382.7% | +31.3% | +351.4% | +269.2% |
| 5Y | +24.4% | +8.1% | +16.3% | +17.5% |
| All | +405.5% | +76.6% | +328.9% | +228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling