+7.0%
GLXY vs XLRE
+9.0%
-2.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.4% |
| 7D | -7.3% | -1.2% | -6.2% | -6.4% |
| 30D | +15.7% | -2.4% | +18.2% | +18.0% |
| 3M | -26.7% | -2.5% | -24.2% | -26.2% |
| 6M | +13.7% | +4.0% | +9.7% | +4.8% |
| YTD | +9.1% | +9.3% | -0.2% | -2.3% |
| 1Y | -15.5% | +5.6% | -21.1% | -22.8% |
| All | +7.0% | +9.0% | -2.0% | -2.5% |
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