+108.1%
XLRE vs GFI
+1,901.9%
-1,793.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +0.9% |
| 7D | -1.2% | -4.9% | +3.7% | -0.9% |
| 30D | -2.4% | +10.7% | -13.1% | -2.9% |
| 3M | -2.5% | +25.6% | -28.1% | -3.7% |
| 6M | +4.0% | -8.3% | +12.2% | +4.0% |
| YTD | +9.3% | +6.3% | +3.0% | +8.3% |
| 1Y | +5.6% | +22.1% | -16.5% | +3.7% |
| 3Y | +31.3% | +289.2% | -257.9% | +21.2% |
| 5Y | +9.5% | +531.7% | -522.1% | -1.2% |
| 10Y | +89.0% | +1,043.8% | -954.8% | +70.3% |
| All | +108.1% | +1,901.9% | -1,793.8% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling