+465.9%
SRE vs GNRC
+2,020.8%
-1,555.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.9% |
| 7D | -0.7% | -0.7% | +0.1% | -0.6% |
| 30D | -1.7% | -15.8% | +14.1% | +0.2% |
| 3M | -7.1% | -24.0% | +17.0% | -4.5% |
| 6M | -8.4% | -13.8% | +5.4% | -7.8% |
| YTD | -3.5% | +33.2% | -36.7% | -8.4% |
| 1Y | +5.4% | -1.8% | +7.2% | +3.4% |
| 3Y | +29.5% | +57.7% | -28.2% | +17.3% |
| 5Y | +48.3% | -59.7% | +108.1% | +53.5% |
| 10Y | +123.5% | +430.7% | -307.3% | +56.9% |
| All | +465.9% | +2,020.8% | -1,555.0% | +190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 all: compounded portfolio wealth divided by compounded GNRC 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…
all analysis · Full analysis span regression · 6 months rolling