+103.2%
GLD vs SRE
+18.5%
+84.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | +4.7% | -9.2% | +13.9% | +5.2% |
| 30D | -0.9% | -1.9% | +1.0% | -0.9% |
| 3M | -4.4% | -6.5% | +2.1% | -4.2% |
| 6M | -13.6% | -15.2% | +1.7% | -12.8% |
| YTD | -6.0% | -9.5% | +3.5% | -5.8% |
| 1Y | +1.8% | -13.2% | +15.0% | +2.4% |
| 3Y | +103.2% | +19.5% | +83.7% | +94.1% |
| All | +103.2% | +18.5% | +84.7% | +94.1% |
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