+2,064.0%
GS vs SRE
+1,994.9%
+69.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 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% | -2.2% |
| 6M | +20.9% | -10.7% | +31.5% | +26.3% |
| YTD | +19.9% | -3.5% | +23.4% | +20.4% |
| 1Y | +41.4% | +5.3% | +36.1% | +35.9% |
| 3Y | +239.2% | +31.8% | +207.4% | +188.2% |
| 5Y | +185.0% | +47.4% | +137.7% | +127.4% |
| 10Y | +655.0% | +120.6% | +534.4% | +373.9% |
| All | +2,064.0% | +1,994.9% | +69.1% | +574.1% |
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