+225.3%
GLDM vs XLRE
+82.9%
+142.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +5.0% | +2.3% | +2.7% | +4.7% |
| 30D | -1.3% | +7.3% | -8.6% | -2.1% |
| 3M | -4.7% | +0.1% | -4.8% | -4.7% |
| 6M | -12.4% | +2.3% | -14.6% | -12.7% |
| YTD | -4.1% | +13.3% | -17.4% | -5.4% |
| 1Y | +3.3% | +12.0% | -8.6% | +2.0% |
| 3Y | +110.9% | +45.5% | +65.5% | +103.0% |
| 5Y | +124.8% | +9.3% | +115.4% | +120.0% |
| All | +225.3% | +82.9% | +142.4% | +214.1% |
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