+19.5%
SRE vs GD
+54.3%
-34.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.9% |
| 7D | -9.2% | -5.0% | -4.2% | -7.8% |
| 30D | -1.9% | +8.9% | -10.8% | -4.2% |
| 3M | -6.5% | -8.0% | +1.5% | -4.3% |
| 6M | -15.2% | +2.9% | -18.1% | -16.1% |
| YTD | -9.5% | +7.1% | -16.5% | -11.9% |
| 1Y | -13.2% | +5.9% | -19.1% | -15.2% |
| 3Y | +19.5% | +53.9% | -34.4% | +2.1% |
| All | +19.5% | +54.3% | -34.8% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling