+118.2%
SRE vs GME
+285.6%
-167.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -0.8% |
| 7D | -0.8% | +10.4% | -11.2% | -0.9% |
| 30D | -3.0% | +14.1% | -17.1% | -3.1% |
| 3M | -8.3% | -4.6% | -3.7% | -8.3% |
| 6M | -8.9% | -13.5% | +4.6% | -8.8% |
| YTD | -4.3% | +5.3% | -9.6% | -4.4% |
| 1Y | +2.7% | -14.9% | +17.6% | +2.8% |
| 3Y | +28.7% | +24.3% | +4.4% | +26.6% |
| 5Y | +47.1% | -55.6% | +102.7% | +45.3% |
| All | +118.2% | +285.6% | -167.4% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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