-21.1%
GIS vs SRE
+122.3%
-143.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -6.4% | -0.8% | -5.5% | -6.2% |
| 30D | -6.1% | -3.0% | -3.1% | -5.5% |
| 3M | +7.8% | -8.3% | +16.1% | +10.0% |
| 6M | -8.8% | -8.9% | +0.1% | -6.9% |
| YTD | -19.1% | -4.3% | -14.9% | -18.5% |
| 1Y | -24.8% | +2.7% | -27.5% | -25.7% |
| 3Y | -37.6% | +28.7% | -66.2% | -43.1% |
| 5Y | -25.4% | +47.1% | -72.6% | -34.9% |
| All | -21.1% | +122.3% | -143.4% | -40.8% |
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