+816.6%
GLD vs SRE
+833.0%
-16.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | -0.7% | +5.1% | +4.4% |
| 3M | -1.1% | -6.3% | +5.2% | -0.8% |
| 6M | -13.8% | -10.7% | -3.1% | -13.2% |
| YTD | +2.6% | -3.5% | +6.1% | +2.7% |
| 1Y | +24.5% | +5.3% | +19.2% | +23.9% |
| 3Y | +125.8% | +31.8% | +94.1% | +120.5% |
| 5Y | +137.8% | +47.4% | +90.4% | +130.3% |
| 10Y | +221.4% | +120.6% | +100.8% | +201.9% |
| All | +816.6% | +833.0% | -16.4% | +686.6% |
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