+122.4%
GLW vs XLRE
+7.1%
+115.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.9% |
| 7D | +7.8% | -1.2% | +9.0% | +7.9% |
| 30D | -0.4% | -2.4% | +2.0% | -0.4% |
| 3M | -5.6% | -2.5% | -3.1% | -6.3% |
| 6M | +26.7% | +4.0% | +22.7% | +18.1% |
| YTD | +91.0% | +9.3% | +81.8% | +76.0% |
| 1Y | +122.4% | +5.6% | +116.8% | +107.8% |
| All | +122.4% | +7.1% | +115.3% | +107.8% |
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