+189.5%
GS vs XLRE
+8.2%
+181.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +0.9% | -1.2% | +2.2% | +1.8% |
| 30D | -1.6% | -2.8% | +1.2% | +0.2% |
| 3M | -4.5% | -0.2% | -4.3% | -4.9% |
| 6M | +20.9% | +1.9% | +18.9% | +18.6% |
| YTD | +19.9% | +10.6% | +9.3% | +11.2% |
| 1Y | +41.4% | +8.8% | +32.6% | +32.4% |
| 3Y | +239.2% | +31.5% | +207.6% | +178.1% |
| All | +189.5% | +8.2% | +181.3% | +166.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling