+650.5%
GS vs XLRE
+82.9%
+567.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | +2.4% | -0.7% | +3.2% | +3.0% |
| 30D | -0.1% | -2.2% | +2.2% | +1.5% |
| 3M | +0.2% | -2.6% | +2.8% | +1.6% |
| 6M | +24.8% | +2.6% | +22.2% | +21.8% |
| YTD | +18.8% | +9.3% | +9.5% | +10.6% |
| 1Y | +37.3% | +7.2% | +30.1% | +29.5% |
| 3Y | +237.9% | +31.3% | +206.6% | +173.7% |
| 5Y | +187.0% | +8.1% | +178.9% | +164.2% |
| 10Y | +650.5% | +88.9% | +561.6% | +406.6% |
| All | +650.5% | +82.9% | +567.6% | +406.6% |
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