+9.3%
GEHC vs SRE
+17.4%
-8.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -7.6% | +1.5% | -9.1% | -8.0% |
| 30D | -10.7% | +0.8% | -11.5% | -11.1% |
| 3M | -1.2% | -5.8% | +4.6% | +0.3% |
| 6M | -13.7% | -7.8% | -5.9% | -11.9% |
| YTD | -20.4% | -2.4% | -18.1% | -20.3% |
| 1Y | -17.0% | +8.9% | -25.9% | -20.1% |
| 3Y | +0.9% | +31.1% | -30.1% | -13.2% |
| All | +9.3% | +17.4% | -8.1% | +2.1% |
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