-54.8%
GTLB vs XLRE
+11.4%
-66.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.6% |
| 7D | -5.7% | -1.2% | -4.5% | -4.5% |
| 30D | +15.1% | -2.4% | +17.5% | +18.1% |
| 3M | +65.5% | -2.5% | +67.9% | +69.2% |
| 6M | +102.9% | +4.0% | +98.9% | +90.0% |
| YTD | +25.2% | +9.3% | +15.9% | +9.3% |
| 1Y | -5.5% | +5.6% | -11.1% | -14.4% |
| 3Y | -10.9% | +31.3% | -42.2% | -41.5% |
| All | -54.8% | +11.4% | -66.2% | -55.5% |
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 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