-7.7%
SRE vs GD
+9.0%
-16.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.4% |
| 7D | -2.1% | +3.0% | -5.1% | -2.6% |
| 30D | +6.1% | +10.5% | -4.5% | +4.3% |
| 3M | -3.5% | -5.0% | +1.4% | -2.9% |
| 6M | -10.8% | +5.5% | -16.3% | -11.6% |
| YTD | -4.0% | +10.3% | -14.3% | -5.8% |
| 1Y | -7.7% | +8.2% | -15.8% | -8.8% |
| All | -7.7% | +9.0% | -16.7% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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