+139.3%
GS vs XLRE
+7.8%
+131.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | -3.2% | +1.9% | -5.1% | -4.3% |
| 30D | -2.4% | +8.5% | -10.9% | -7.5% |
| 3M | -15.7% | -1.0% | -14.8% | -15.2% |
| 6M | -6.8% | 0.0% | -6.8% | -7.3% |
| YTD | -0.1% | +11.7% | -11.7% | -7.9% |
| 1Y | +12.1% | +11.8% | +0.3% | +3.1% |
| 3Y | +185.8% | +40.8% | +145.0% | +123.9% |
| All | +139.3% | +7.8% | +131.5% | +118.2% |
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