+24.3%
GME vs XLRE
+31.2%
-6.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.0% |
| 7D | +10.4% | -1.2% | +11.5% | +11.4% |
| 30D | +14.1% | -2.4% | +16.5% | +16.2% |
| 3M | -4.6% | -2.5% | -2.2% | -3.2% |
| 6M | -13.5% | +4.0% | -17.5% | -17.2% |
| YTD | +5.3% | +9.3% | -4.0% | -4.3% |
| 1Y | -14.9% | +5.6% | -20.5% | -20.2% |
| 3Y | +24.3% | +31.3% | -7.0% | -15.3% |
| All | +24.3% | +31.2% | -6.9% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling