+732.3%
GLD vs SRE
+777.4%
-45.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +2.8% | -8.2% | +11.0% | +3.3% |
| 30D | -4.0% | -3.6% | -0.3% | -3.8% |
| 3M | -8.2% | -6.3% | -2.0% | -7.9% |
| 6M | -14.8% | -13.0% | -1.8% | -14.2% |
| YTD | -6.8% | -9.2% | +2.4% | -6.4% |
| 1Y | -2.4% | -13.1% | +10.7% | -1.7% |
| 3Y | +105.8% | +22.4% | +83.3% | +101.7% |
| 5Y | +113.3% | +47.1% | +66.2% | +106.7% |
| 10Y | +208.4% | +121.0% | +87.5% | +189.9% |
| All | +732.3% | +777.4% | -45.2% | +616.7% |
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