+457.2%
GS vs SRE
+117.6%
+339.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +1.6% | -8.2% | +9.8% | +5.3% |
| 30D | +1.7% | -3.6% | +5.3% | +3.2% |
| 3M | -11.6% | -6.3% | -5.3% | -9.5% |
| 6M | -1.9% | -13.0% | +11.1% | +3.4% |
| YTD | +5.1% | -9.2% | +14.3% | +8.1% |
| 1Y | +16.4% | -13.1% | +29.5% | +22.1% |
| 3Y | +199.0% | +22.4% | +176.5% | +163.2% |
| 5Y | +157.4% | +47.1% | +110.3% | +107.6% |
| 10Y | +457.2% | +121.0% | +336.3% | +376.6% |
| All | +457.2% | +117.6% | +339.6% | +376.6% |
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