+32.8%
XLRE vs GGLL
+247.9%
-215.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.4% |
| 30D | -2.4% | -9.7% | +7.3% | -2.0% |
| 3M | +0.6% | -18.0% | +18.6% | +1.2% |
| 6M | +3.9% | +15.3% | -11.3% | +2.5% |
| YTD | +10.5% | +2.2% | +8.3% | +9.4% |
| 1Y | +8.4% | +73.1% | -64.7% | +3.9% |
| 3Y | +32.8% | +242.7% | -209.9% | +17.8% |
| All | +32.8% | +247.9% | -215.1% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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