+51.3%
SRE vs GD
+102.3%
-51.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | -1.1% | +1.9% | -3.0% | -1.8% |
| 30D | -4.1% | +9.2% | -13.3% | -7.4% |
| 3M | -7.3% | -7.5% | +0.1% | -4.5% |
| 6M | -14.1% | +5.8% | -19.9% | -16.4% |
| YTD | -8.5% | +9.8% | -18.3% | -12.9% |
| 1Y | -12.0% | +5.8% | -17.8% | -14.8% |
| 3Y | +23.4% | +58.0% | -34.7% | -3.6% |
| 5Y | +51.3% | +100.4% | -49.1% | -1.2% |
| All | +51.3% | +102.3% | -51.0% | -1.2% |
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