+13.7%
SRE vs GLXY
+7.0%
+6.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.4% |
| 7D | +1.5% | +4.5% | -3.1% | +1.3% |
| 30D | +0.8% | +28.8% | -28.0% | +0.1% |
| 3M | -5.8% | -23.0% | +17.3% | -5.4% |
| 6M | -7.8% | +17.0% | -24.8% | -8.9% |
| YTD | -2.4% | +12.5% | -14.8% | -3.5% |
| 1Y | +8.9% | -5.4% | +14.3% | +8.1% |
| All | +13.7% | +7.0% | +6.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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