+183.8%
GRMN vs XLRE
+31.2%
+152.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.4% | +3.6% |
| 7D | +2.4% | -1.2% | +3.6% | +3.3% |
| 30D | -8.5% | -2.4% | -6.1% | -6.9% |
| 3M | +19.5% | -2.5% | +22.0% | +21.4% |
| 6M | +21.2% | +4.0% | +17.2% | +17.3% |
| YTD | +41.0% | +9.3% | +31.8% | +31.6% |
| 1Y | +19.6% | +5.6% | +14.0% | +14.5% |
| 3Y | +183.8% | +31.3% | +152.5% | +142.5% |
| All | +183.8% | +31.2% | +152.6% | +142.5% |
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 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