+48.3%
SRE vs GME
-58.9%
+107.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.2% |
| 7D | -0.7% | +6.0% | -6.7% | -0.8% |
| 30D | -1.7% | +8.3% | -10.1% | -1.9% |
| 3M | -7.1% | -9.1% | +2.0% | -6.9% |
| 6M | -8.4% | -16.3% | +8.0% | -8.1% |
| YTD | -3.5% | +1.5% | -5.1% | -3.7% |
| 1Y | +5.4% | -16.3% | +21.7% | +5.6% |
| 3Y | +29.5% | +15.1% | +14.4% | +25.2% |
| 5Y | +48.3% | -57.2% | +105.5% | +46.7% |
| All | +48.3% | -58.9% | +107.2% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling