+185.7%
GS vs SRE
+47.8%
+137.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.9% | -0.3% | +1.3% | +1.0% |
| 30D | -1.6% | -0.7% | -0.8% | -1.6% |
| 3M | -4.5% | -6.3% | +1.8% | -2.3% |
| 6M | +20.9% | -10.7% | +31.5% | +26.0% |
| YTD | +19.9% | -3.5% | +23.4% | +20.0% |
| 1Y | +41.4% | +5.3% | +36.1% | +35.3% |
| 3Y | +239.2% | +31.8% | +207.4% | +182.2% |
| All | +185.7% | +47.8% | +137.9% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling