+218.2%
GLD vs SRE
+118.9%
+99.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +0.1% | +1.5% | -1.3% | 0.0% |
| 30D | +0.2% | +0.8% | -0.6% | +0.1% |
| 3M | +3.2% | -5.8% | +9.0% | +3.6% |
| 6M | -14.6% | -7.8% | -6.8% | -14.2% |
| YTD | +1.8% | -2.4% | +4.1% | +1.8% |
| 1Y | +20.7% | +8.9% | +11.8% | +19.6% |
| 3Y | +126.5% | +31.1% | +95.4% | +119.3% |
| 5Y | +140.0% | +48.6% | +91.4% | +130.1% |
| 10Y | +218.2% | +126.1% | +92.1% | +183.5% |
| All | +218.2% | +118.9% | +99.3% | +183.5% |
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 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