+435.3%
GNRC vs XLRE
+89.0%
+346.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.2% |
| 7D | -0.2% | -1.2% | +1.0% | +0.9% |
| 30D | -15.7% | -2.4% | -13.3% | -13.9% |
| 3M | -27.3% | -2.5% | -24.8% | -26.4% |
| 6M | -12.1% | +4.0% | -16.0% | -16.3% |
| YTD | +37.1% | +9.3% | +27.8% | +24.7% |
| 1Y | -0.5% | +5.6% | -6.1% | -6.6% |
| 3Y | +61.5% | +31.3% | +30.2% | +23.0% |
| 5Y | -58.6% | +9.5% | -68.1% | -62.0% |
| All | +435.3% | +89.0% | +346.3% | +242.6% |
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 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