+126.1%
SRE vs GPC
+83.6%
+42.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | +0.8% | +1.3% | -0.5% | +0.3% |
| 3M | -5.8% | +37.1% | -42.9% | -15.8% |
| 6M | -7.8% | +23.2% | -31.0% | -14.8% |
| YTD | -2.4% | +13.1% | -15.4% | -7.8% |
| 1Y | +8.9% | +0.9% | +8.0% | +6.7% |
| 3Y | +31.1% | -0.8% | +31.9% | +25.3% |
| 5Y | +48.6% | +31.1% | +17.5% | +26.3% |
| 10Y | +126.1% | +87.4% | +38.8% | +58.3% |
| All | +126.1% | +83.6% | +42.5% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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