+137.7%
GLD vs XLRE
+8.4%
+129.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -2.0% | -1.2% | -0.8% | -1.8% |
| 30D | -1.5% | -2.4% | +0.9% | -1.1% |
| 3M | +3.2% | -2.5% | +5.7% | +3.6% |
| 6M | -16.3% | +4.0% | -20.2% | -16.8% |
| YTD | +0.6% | +9.3% | -8.7% | -0.8% |
| 1Y | +19.1% | +5.6% | +13.5% | +18.0% |
| 3Y | +123.5% | +31.3% | +92.2% | +114.2% |
| All | +137.7% | +8.4% | +129.3% | +129.5% |
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