+739.4%
GLD vs SRE
+775.1%
-35.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | +4.7% | -9.2% | +13.9% | +5.3% |
| 30D | -0.9% | -1.9% | +1.0% | -0.8% |
| 3M | -4.4% | -6.5% | +2.1% | -4.1% |
| 6M | -13.6% | -15.2% | +1.7% | -12.8% |
| YTD | -6.0% | -9.5% | +3.5% | -5.6% |
| 1Y | +1.8% | -13.2% | +15.0% | +2.5% |
| 3Y | +103.2% | +19.5% | +83.7% | +99.5% |
| 5Y | +119.3% | +43.6% | +75.8% | +112.8% |
| 10Y | +199.5% | +109.9% | +89.6% | +182.1% |
| All | +739.4% | +775.1% | -35.7% | +622.9% |
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