-24.8%
GIS vs SRE
+4.6%
-29.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -6.4% | -0.8% | -5.5% | -6.2% |
| 30D | -6.1% | -3.0% | -3.1% | -5.8% |
| 3M | +7.8% | -8.3% | +16.1% | +9.4% |
| 6M | -8.8% | -8.9% | +0.1% | -7.2% |
| YTD | -19.1% | -4.3% | -14.9% | -18.7% |
| 1Y | -24.8% | +2.7% | -27.5% | -27.4% |
| All | -24.8% | +4.6% | -29.3% | -27.4% |
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