+1,033.7%
GLW vs XLRE
+112.0%
+921.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.2% |
| 7D | +3.8% | -1.2% | +5.0% | +4.6% |
| 30D | -1.3% | -2.8% | +1.5% | +0.5% |
| 3M | -21.8% | -0.2% | -21.6% | -22.8% |
| 6M | +6.9% | +1.9% | +4.9% | +4.3% |
| YTD | +77.2% | +10.6% | +66.6% | +63.0% |
| 1Y | +123.2% | +8.8% | +114.4% | +107.4% |
| 3Y | +400.0% | +31.5% | +368.5% | +298.0% |
| 5Y | +342.8% | +6.6% | +336.2% | +307.1% |
| 10Y | +771.4% | +84.0% | +687.4% | +435.2% |
| All | +1,033.7% | +112.0% | +921.7% | +545.6% |
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