+52.8%
SRE vs GFS
-3.9%
+56.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +1.4% | +2.6% | -1.2% | +1.2% |
| 30D | +1.9% | -16.4% | +18.3% | +3.3% |
| 3M | -3.3% | -41.6% | +38.3% | +0.8% |
| 6M | -6.4% | -3.7% | -2.7% | -7.8% |
| YTD | -1.8% | +29.3% | -31.1% | -6.7% |
| 1Y | +10.7% | +37.1% | -26.4% | +4.3% |
| 3Y | +31.8% | -22.1% | +53.9% | +28.5% |
| All | +52.8% | -3.9% | +56.8% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 all: compounded portfolio wealth divided by compounded GFS 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…
all analysis · Full analysis span regression · 6 months rolling