+40.6%
GLW vs XLRE
+14.1%
+26.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.3% | -9.2% | -5.9% |
| 7D | -9.5% | +7.1% | -16.6% | -9.9% |
| 30D | -25.5% | +10.9% | -36.4% | -26.5% |
| 3M | -25.6% | +0.7% | -26.3% | -25.7% |
| 6M | -25.5% | +4.1% | -29.6% | -27.8% |
| YTD | +36.4% | +14.5% | +21.8% | +22.7% |
| 1Y | +40.6% | +14.1% | +26.5% | +26.9% |
| All | +40.6% | +14.1% | +26.5% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling