+435.5%
GIS vs SRE
+1,553.2%
-1,117.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | -8.3% | +1.4% | -9.7% | -8.6% |
| 30D | +2.2% | +1.9% | +0.3% | +1.6% |
| 3M | +15.7% | -3.3% | +19.0% | +16.4% |
| 6M | -12.0% | -6.4% | -5.5% | -10.8% |
| YTD | -15.0% | -1.8% | -13.1% | -14.9% |
| 1Y | -20.1% | +10.7% | -30.9% | -22.4% |
| 3Y | -34.6% | +31.8% | -66.4% | -40.1% |
| 5Y | -22.8% | +49.2% | -72.1% | -31.8% |
| 10Y | -18.5% | +118.5% | -137.0% | -36.3% |
| All | +435.5% | +1,553.2% | -1,117.7% | +163.3% |
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