+669.0%
GRMN vs XLRE
+89.0%
+580.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.4% | +3.7% |
| 7D | +2.4% | -1.2% | +3.6% | +3.2% |
| 30D | -8.5% | -2.4% | -6.1% | -7.0% |
| 3M | +19.5% | -2.5% | +22.0% | +21.3% |
| 6M | +21.2% | +4.0% | +17.2% | +17.8% |
| YTD | +41.0% | +9.3% | +31.8% | +32.6% |
| 1Y | +19.6% | +5.6% | +14.0% | +15.1% |
| 3Y | +183.8% | +31.3% | +152.5% | +136.3% |
| 5Y | +83.0% | +9.5% | +73.5% | +70.0% |
| All | +669.0% | +89.0% | +580.0% | +417.7% |
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 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