+31.3%
XLRE vs GFI
+296.4%
-265.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -1.2% | -2.7% | +1.5% | -1.0% |
| 30D | -2.4% | +13.2% | -15.6% | -3.2% |
| 3M | -2.5% | +28.5% | -31.0% | -4.3% |
| 6M | +4.0% | -6.2% | +10.1% | +3.9% |
| YTD | +9.3% | +8.7% | +0.6% | +7.6% |
| 1Y | +5.6% | +24.8% | -19.3% | +2.3% |
| 3Y | +31.3% | +298.0% | -266.7% | +7.1% |
| All | +31.3% | +296.4% | -265.2% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling