+124.6%
SRE vs GD
+174.9%
-50.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.2% |
| 7D | -8.2% | -1.9% | -6.3% | -7.4% |
| 30D | -3.6% | +10.9% | -14.6% | -8.1% |
| 3M | -6.3% | -6.8% | +0.5% | -3.3% |
| 6M | -13.0% | +7.0% | -20.0% | -16.1% |
| YTD | -9.2% | +11.1% | -20.3% | -14.6% |
| 1Y | -13.1% | +7.0% | -20.2% | -16.8% |
| 3Y | +22.4% | +59.9% | -37.5% | -5.4% |
| 5Y | +47.1% | +102.5% | -55.3% | -0.2% |
| All | +124.6% | +174.9% | -50.3% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling