+3.7%
SRE vs GGLL
+195.8%
-192.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.6% |
| 7D | -8.4% | +6.3% | -14.7% | -8.7% |
| 30D | -3.2% | -35.1% | +31.9% | -1.2% |
| 3M | -5.3% | -37.7% | +32.4% | -3.2% |
| 6M | -12.6% | -54.1% | +41.5% | -9.2% |
| YTD | -8.8% | -29.4% | +20.7% | -8.7% |
| 1Y | -13.4% | -13.4% | 0.0% | -14.9% |
| 3Y | +24.4% | +158.3% | -133.9% | +7.3% |
| All | +3.7% | +195.8% | -192.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling