+417.9%
GE vs SRE
+48.6%
+369.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -1.2% | +1.5% | -2.7% | -1.7% |
| 30D | -11.3% | +0.8% | -12.1% | -11.6% |
| 3M | -1.4% | -5.8% | +4.4% | +0.2% |
| 6M | +1.2% | -7.8% | +9.0% | +3.4% |
| YTD | +5.9% | -2.4% | +8.3% | +6.0% |
| 1Y | +18.4% | +8.9% | +9.5% | +13.8% |
| 3Y | +271.0% | +31.1% | +239.9% | +219.5% |
| 5Y | +417.9% | +48.6% | +369.3% | +320.5% |
| All | +417.9% | +48.6% | +369.4% | +320.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling