-37.4%
GIS vs SRE
+29.3%
-66.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.8% |
| 7D | -8.4% | -0.7% | -7.7% | -8.3% |
| 30D | -5.2% | -1.7% | -3.5% | -5.0% |
| 3M | +8.2% | -7.1% | +15.2% | +9.6% |
| 6M | -12.0% | -8.4% | -3.6% | -10.7% |
| YTD | -18.9% | -3.5% | -15.4% | -18.5% |
| 1Y | -23.6% | +5.4% | -29.0% | -24.7% |
| All | -37.4% | +29.3% | -66.7% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling