+1,704.0%
GS vs SRE
+1,864.9%
-160.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.6% |
| 7D | -3.2% | -9.2% | +6.0% | +1.2% |
| 30D | -2.4% | -1.9% | -0.5% | -1.6% |
| 3M | -15.7% | -6.5% | -9.2% | -13.5% |
| 6M | -6.8% | -15.2% | +8.5% | -0.2% |
| YTD | -0.1% | -9.5% | +9.4% | +3.2% |
| 1Y | +12.1% | -13.2% | +25.3% | +18.0% |
| 3Y | +185.8% | +19.5% | +166.3% | +154.3% |
| 5Y | +140.1% | +43.6% | +96.5% | +93.9% |
| 10Y | +505.2% | +109.9% | +395.4% | +289.2% |
| All | +1,704.0% | +1,864.9% | -160.9% | +478.2% |
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