+50.5%
SRE vs GD
+102.9%
-52.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -5.6% | +0.6% | -6.3% | -5.9% |
| 30D | -4.5% | +9.5% | -13.9% | -7.9% |
| 3M | -7.7% | -5.8% | -1.9% | -5.6% |
| 6M | -14.4% | +7.7% | -22.2% | -17.3% |
| YTD | -9.4% | +11.1% | -20.4% | -14.2% |
| 1Y | -13.8% | +6.1% | -19.9% | -16.7% |
| 3Y | +22.2% | +59.8% | -37.7% | -4.9% |
| 5Y | +50.5% | +104.6% | -54.2% | -2.9% |
| All | +50.5% | +102.9% | -52.4% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling