+272.7%
GLD vs XLRE
+112.0%
+160.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | -1.2% | +0.7% | -0.4% |
| 30D | +4.4% | -2.8% | +7.2% | +4.7% |
| 3M | -1.1% | -0.2% | -0.9% | -1.1% |
| 6M | -13.8% | +1.9% | -15.7% | -14.0% |
| YTD | +2.6% | +10.6% | -7.9% | +1.6% |
| 1Y | +24.5% | +8.8% | +15.7% | +23.4% |
| 3Y | +125.8% | +31.5% | +94.3% | +119.9% |
| 5Y | +137.8% | +6.6% | +131.2% | +133.8% |
| 10Y | +221.4% | +84.0% | +137.4% | +208.4% |
| All | +272.7% | +112.0% | +160.7% | +268.7% |
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 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