+104.1%
GLD vs XLRE
+9.1%
+95.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.6% | +0.8% | -5.4% | -4.7% |
| 30D | -5.5% | +6.9% | -12.4% | -6.5% |
| 3M | -10.9% | -0.8% | -10.1% | -10.8% |
| 6M | -17.4% | +2.1% | -19.5% | -17.8% |
| YTD | -10.3% | +12.6% | -22.9% | -12.1% |
| 1Y | -7.2% | +12.5% | -19.7% | -9.0% |
| 3Y | +96.9% | +44.2% | +52.7% | +86.1% |
| All | +104.1% | +9.1% | +95.0% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling