+7.7%
GEHC vs SRE
+16.0%
-8.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -7.9% | -0.7% | -7.2% | -7.7% |
| 30D | -11.7% | -1.7% | -10.0% | -11.4% |
| 3M | +0.8% | -7.1% | +7.9% | +2.8% |
| 6M | -11.6% | -8.4% | -3.2% | -9.6% |
| YTD | -21.6% | -3.5% | -18.1% | -21.2% |
| 1Y | -15.3% | +5.4% | -20.7% | -17.5% |
| 3Y | -0.5% | +29.5% | -30.0% | -14.2% |
| All | +7.7% | +16.0% | -8.3% | +1.0% |
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