-25.2%
GIS vs SRE
+46.9%
-72.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| 3M | +8.2% | -7.1% | +15.2% | +9.9% |
| 6M | -12.0% | -8.4% | -3.6% | -10.3% |
| YTD | -18.9% | -3.5% | -15.4% | -18.4% |
| 1Y | -23.6% | +5.4% | -29.0% | -25.0% |
| 3Y | -37.6% | +29.5% | -67.1% | -44.3% |
| 5Y | -25.2% | +48.3% | -73.5% | -38.6% |
| All | -25.2% | +46.9% | -72.1% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling