+9.5%
XLRE vs GPC
+30.4%
-20.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -2.2% | +1.3% | -3.5% | -2.7% |
| 3M | -2.6% | +37.1% | -39.7% | -12.1% |
| 6M | +2.6% | +23.2% | -20.6% | -4.5% |
| YTD | +9.3% | +13.1% | -3.8% | +3.3% |
| 1Y | +7.2% | +0.9% | +6.4% | +5.3% |
| 3Y | +31.3% | -0.8% | +32.1% | +25.7% |
| All | +9.5% | +30.4% | -20.9% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling