+438.8%
GS vs SRE
+127.7%
+311.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +5.9% | +1.8% | +4.1% | +5.1% |
| 30D | +4.3% | -3.0% | +7.3% | +5.6% |
| 3M | -11.7% | -7.3% | -4.4% | -9.1% |
| 6M | -3.2% | -11.9% | +8.7% | +1.5% |
| YTD | +5.8% | -7.9% | +13.7% | +8.2% |
| 1Y | +16.0% | -11.1% | +27.2% | +20.5% |
| 3Y | +199.8% | +24.8% | +175.0% | +161.6% |
| 5Y | +155.5% | +52.4% | +103.1% | +102.8% |
| All | +438.8% | +127.7% | +311.2% | +366.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling