+1,507.7%
SRE vs GAP
+51.2%
+1,456.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -0.3% | -4.5% | +4.2% | +0.3% |
| 30D | -0.7% | +9.0% | -9.8% | -2.0% |
| 3M | -6.3% | +5.0% | -11.3% | -7.2% |
| 6M | -10.7% | -17.8% | +7.2% | -9.2% |
| YTD | -3.5% | -10.4% | +6.9% | -3.2% |
| 1Y | +5.3% | -3.4% | +8.7% | +4.2% |
| 3Y | +31.8% | +111.5% | -79.7% | +12.4% |
| 5Y | +47.4% | +8.8% | +38.5% | +32.1% |
| 10Y | +120.6% | +32.9% | +87.7% | +71.9% |
| All | +1,507.7% | +51.2% | +1,456.5% | +978.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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