+18,977.7%
GILD vs SRE
+1,512.0%
+17,465.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -4.8% | -0.8% | -4.0% | -4.6% |
| 30D | +5.8% | -3.0% | +8.8% | +6.6% |
| 3M | +14.9% | -8.3% | +23.2% | +17.9% |
| 6M | -0.4% | -8.9% | +8.6% | +2.4% |
| YTD | +18.5% | -4.3% | +22.8% | +19.6% |
| 1Y | +25.1% | +2.7% | +22.4% | +23.3% |
| 3Y | +105.9% | +28.7% | +77.2% | +84.6% |
| 5Y | +143.0% | +47.1% | +95.8% | +106.3% |
| 10Y | +162.4% | +121.7% | +40.7% | +82.0% |
| All | +18,977.7% | +1,512.0% | +17,465.7% | +7,501.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling