+48.7%
SRE vs GD
+97.9%
-49.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | +0.1% |
| 7D | -0.3% | -5.3% | +4.9% | +1.9% |
| 30D | -0.7% | -6.4% | +5.7% | +1.9% |
| 3M | -6.3% | +5.7% | -12.0% | -8.7% |
| 6M | -10.7% | -0.9% | -9.7% | -10.6% |
| YTD | -3.5% | +8.2% | -11.6% | -7.5% |
| 1Y | +5.3% | +13.4% | -8.1% | -1.4% |
| 3Y | +31.8% | +68.5% | -36.7% | -0.6% |
| All | +48.7% | +97.9% | -49.2% | -0.1% |
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 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