+230.7%
GM vs SRE
+453.6%
-222.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.1% |
| 7D | -1.1% | +1.5% | -2.6% | -1.8% |
| 30D | -4.6% | +0.8% | -5.4% | -5.3% |
| 3M | +0.2% | -5.8% | +6.0% | +2.6% |
| 6M | +12.6% | -7.8% | +20.4% | +16.1% |
| YTD | +3.7% | -2.4% | +6.0% | +3.6% |
| 1Y | +45.6% | +8.9% | +36.7% | +37.1% |
| 3Y | +162.0% | +31.1% | +130.9% | +116.1% |
| 5Y | +80.5% | +48.6% | +31.9% | +38.4% |
| 10Y | +231.3% | +126.1% | +105.2% | +98.2% |
| All | +230.7% | +453.6% | -222.9% | -20.1% |
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 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