+213.1%
GLD vs XLRE
+87.4%
+125.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -3.4% | -2.7% | -0.7% | -3.1% |
| 30D | -1.1% | -2.3% | +1.2% | -0.9% |
| 3M | +5.8% | -3.5% | +9.3% | +6.2% |
| 6M | -17.1% | +1.9% | -18.9% | -17.3% |
| YTD | 0.0% | +8.3% | -8.3% | -0.9% |
| 1Y | +18.2% | +6.4% | +11.8% | +17.3% |
| 3Y | +122.6% | +30.2% | +92.3% | +116.0% |
| 5Y | +137.1% | +8.6% | +128.5% | +132.5% |
| All | +213.1% | +87.4% | +125.7% | +195.7% |
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