+136.8%
GME vs XLRE
+109.5%
+27.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +6.2% |
| 7D | +4.8% | -0.7% | +5.6% | +5.4% |
| 30D | +5.9% | -2.2% | +8.1% | +7.6% |
| 3M | -10.7% | -2.6% | -8.1% | -9.3% |
| 6M | -19.8% | +2.6% | -22.4% | -22.0% |
| YTD | -0.9% | +9.3% | -10.2% | -8.8% |
| 1Y | -15.7% | +7.2% | -22.9% | -21.3% |
| 3Y | +12.3% | +31.3% | -19.0% | -11.3% |
| 5Y | -60.1% | +8.1% | -68.2% | -62.7% |
| 10Y | +265.3% | +88.9% | +176.4% | +127.8% |
| All | +136.8% | +109.5% | +27.4% | +38.5% |
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 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