+223.8%
GM vs XLRE
+109.5%
+114.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.2% |
| 7D | -2.4% | -1.2% | -1.3% | -1.6% |
| 30D | -1.1% | -2.4% | +1.3% | +0.7% |
| 3M | +6.1% | -2.5% | +8.6% | +7.9% |
| 6M | +15.0% | +4.0% | +11.0% | +11.2% |
| YTD | +6.0% | +9.3% | -3.3% | -1.5% |
| 1Y | +47.1% | +5.6% | +41.5% | +40.3% |
| 3Y | +170.5% | +31.3% | +139.2% | +115.4% |
| 5Y | +80.5% | +9.5% | +70.9% | +65.0% |
| 10Y | +238.7% | +89.0% | +149.7% | +123.9% |
| All | +223.8% | +109.5% | +114.3% | +107.7% |
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