+8.9%
XLRE vs GAP
+8.7%
+0.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | -1.2% | -4.1% | +2.9% | -0.7% |
| 30D | -2.4% | +6.2% | -8.6% | -3.2% |
| 3M | -2.5% | -0.7% | -1.8% | -2.7% |
| 6M | +4.0% | -7.1% | +11.1% | +4.2% |
| YTD | +9.3% | -14.1% | +23.4% | +10.1% |
| 1Y | +5.6% | -8.5% | +14.1% | +5.3% |
| 3Y | +31.3% | +115.4% | -84.1% | +11.5% |
| All | +8.9% | +8.7% | +0.2% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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