+88.2%
XLRE vs GPC
+86.4%
+1.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -1.2% | -3.2% | +2.0% | 0.0% |
| 30D | -2.4% | +0.5% | -2.9% | -2.7% |
| 3M | -2.5% | +31.7% | -34.2% | -12.5% |
| 6M | +4.0% | +24.7% | -20.7% | -5.1% |
| YTD | +9.3% | +11.8% | -2.5% | +2.7% |
| 1Y | +5.6% | -3.0% | +8.6% | +4.7% |
| 3Y | +31.3% | -1.1% | +32.4% | +25.0% |
| 5Y | +9.5% | +30.5% | -20.9% | -8.1% |
| All | +88.2% | +86.4% | +1.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling