+522.9%
GNRC vs XLRE
+109.5%
+413.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.2% |
| 7D | -0.2% | -1.2% | +1.0% | +0.8% |
| 30D | -15.7% | -2.4% | -13.3% | -14.0% |
| 3M | -27.3% | -2.5% | -24.8% | -26.4% |
| 6M | -12.1% | +4.0% | -16.0% | -16.1% |
| YTD | +37.1% | +9.3% | +27.8% | +25.2% |
| 1Y | -0.5% | +5.6% | -6.1% | -6.3% |
| 3Y | +61.5% | +31.3% | +30.2% | +24.5% |
| 5Y | -58.6% | +9.5% | -68.1% | -61.8% |
| 10Y | +446.3% | +89.0% | +357.3% | +256.2% |
| All | +522.9% | +109.5% | +413.4% | +308.4% |
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