+106.2%
GILD vs XLRE
+109.5%
-3.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.1% |
| 7D | -4.8% | -1.2% | -3.7% | -4.4% |
| 30D | +5.8% | -2.4% | +8.2% | +6.7% |
| 3M | +14.9% | -2.5% | +17.4% | +16.0% |
| 6M | -0.4% | +4.0% | -4.3% | -1.8% |
| YTD | +18.5% | +9.3% | +9.3% | +14.7% |
| 1Y | +25.1% | +5.6% | +19.5% | +22.6% |
| 3Y | +105.9% | +31.3% | +74.6% | +85.4% |
| 5Y | +143.0% | +9.5% | +133.4% | +130.8% |
| 10Y | +162.4% | +89.0% | +73.4% | +99.7% |
| All | +106.2% | +109.5% | -3.4% | +49.0% |
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