+147.5%
GE vs SRE
+122.3%
+25.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -4.0% | -0.8% | -3.2% | -3.6% |
| 30D | -11.4% | -3.0% | -8.4% | -10.4% |
| 3M | -2.6% | -8.3% | +5.7% | +0.8% |
| 6M | -0.3% | -8.9% | +8.6% | +3.1% |
| YTD | +5.4% | -4.3% | +9.6% | +6.3% |
| 1Y | +15.5% | +2.7% | +12.8% | +12.6% |
| 3Y | +260.8% | +28.7% | +232.1% | +202.6% |
| 5Y | +421.6% | +47.1% | +374.5% | +301.6% |
| All | +147.5% | +122.3% | +25.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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