+16.6%
GS vs SRE
-13.4%
+30.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.1% | -5.6% | +5.5% | +0.1% |
| 30D | +3.7% | -4.5% | +8.1% | +3.9% |
| 3M | -10.0% | -7.7% | -2.2% | -10.0% |
| 6M | -1.0% | -14.4% | +13.4% | -0.9% |
| YTD | +7.0% | -9.4% | +16.4% | +6.4% |
| 1Y | +16.6% | -13.8% | +30.5% | +17.4% |
| All | +16.6% | -13.4% | +30.0% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling