-54.5%
GTLB vs XLRE
+10.4%
-64.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.0% |
| 7D | -4.1% | -2.7% | -1.4% | -1.1% |
| 30D | +12.3% | -2.3% | +14.7% | +15.1% |
| 3M | +65.9% | -3.5% | +69.4% | +71.6% |
| 6M | +104.0% | +1.9% | +102.1% | +95.6% |
| YTD | +26.0% | +8.3% | +17.7% | +11.1% |
| 1Y | -3.5% | +6.4% | -9.9% | -13.5% |
| 3Y | -9.6% | +30.2% | -39.9% | -40.1% |
| All | -54.5% | +10.4% | -64.9% | -54.8% |
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