+57.7%
GEV vs SRE
+4.7%
+53.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | -7.5% | -0.7% | -6.7% | -7.4% |
| 3M | -2.2% | -6.3% | +4.1% | -1.2% |
| 6M | +12.1% | -10.7% | +22.7% | +15.7% |
| YTD | +44.4% | -3.5% | +47.9% | +43.5% |
| 1Y | +57.7% | +5.3% | +52.4% | +58.7% |
| All | +57.7% | +4.7% | +53.0% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling