-5.1%
GIS vs XLRE
+107.7%
-112.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -8.4% | -2.7% | -5.7% | -7.4% |
| 30D | -5.2% | -2.3% | -2.9% | -4.3% |
| 3M | +8.2% | -3.5% | +11.6% | +9.8% |
| 6M | -12.0% | +1.9% | -13.9% | -12.5% |
| YTD | -18.9% | +8.3% | -27.2% | -21.2% |
| 1Y | -23.6% | +6.4% | -30.0% | -25.3% |
| 3Y | -37.6% | +30.2% | -67.8% | -43.6% |
| 5Y | -25.2% | +8.6% | -33.8% | -28.5% |
| 10Y | -19.3% | +87.4% | -106.7% | -41.6% |
| All | -5.1% | +107.7% | -112.8% | -33.3% |
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