+14.3%
SRE vs GLXY
+15.1%
-0.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.6% |
| 7D | +1.4% | +15.5% | -14.0% | +1.1% |
| 30D | +1.9% | +34.1% | -32.2% | +1.1% |
| 3M | -3.3% | -11.3% | +8.1% | -3.2% |
| 6M | -6.4% | +31.6% | -38.0% | -7.8% |
| YTD | -1.8% | +21.0% | -22.8% | -3.2% |
| 1Y | +10.7% | +11.7% | -0.9% | +9.4% |
| All | +14.3% | +15.1% | -0.8% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling