+138.9%
GLD vs SRE
+51.2%
+87.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | +0.7% | +1.4% | -0.7% | +0.6% |
| 30D | +0.3% | +1.9% | -1.6% | +0.1% |
| 3M | +0.6% | -3.3% | +3.9% | +0.8% |
| 6M | -15.6% | -6.4% | -9.2% | -15.2% |
| YTD | +0.9% | -1.8% | +2.7% | +0.8% |
| 1Y | +19.4% | +10.7% | +8.6% | +17.8% |
| 3Y | +124.5% | +31.8% | +92.7% | +113.9% |
| 5Y | +138.9% | +49.2% | +89.7% | +128.8% |
| All | +138.9% | +51.2% | +87.8% | +128.8% |
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