+108.1%
XLRE vs GAP
+9.6%
+98.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.4% | -0.5% |
| 7D | -0.7% | -3.2% | +2.4% | -0.3% |
| 30D | -2.2% | -0.7% | -1.5% | -2.3% |
| 3M | -2.6% | -0.5% | -2.2% | -2.9% |
| 6M | +2.6% | -5.0% | +7.6% | +2.5% |
| YTD | +9.3% | -14.7% | +23.9% | +10.4% |
| 1Y | +7.2% | -8.6% | +15.9% | +6.9% |
| 3Y | +31.3% | +108.4% | -77.0% | +10.3% |
| 5Y | +8.1% | +5.8% | +2.4% | -3.7% |
| 10Y | +88.9% | +29.6% | +59.3% | +35.9% |
| All | +108.1% | +9.6% | +98.5% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling