+528.0%
GS vs XLRE
+116.9%
+411.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +1.6% | +2.1% | -0.5% | +0.2% |
| 30D | +1.7% | +7.1% | -5.5% | -3.1% |
| 3M | -11.6% | +1.3% | -12.8% | -12.3% |
| 6M | -1.9% | +2.1% | -4.0% | -3.8% |
| YTD | +5.1% | +13.1% | -8.1% | -4.3% |
| 1Y | +16.4% | +11.9% | +4.5% | +6.9% |
| 3Y | +199.0% | +43.7% | +155.3% | +128.7% |
| 5Y | +157.4% | +9.7% | +147.7% | +135.4% |
| 10Y | +457.2% | +113.0% | +344.2% | +241.1% |
| All | +528.0% | +116.9% | +411.0% | +271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling