+1,507.7%
SRE vs GPC
+915.9%
+591.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -0.3% | +1.2% | -1.5% | -0.8% |
| 30D | -0.7% | +6.0% | -6.7% | -2.9% |
| 3M | -6.3% | +42.6% | -48.9% | -18.7% |
| 6M | -10.7% | +22.8% | -33.4% | -18.3% |
| YTD | -3.5% | +15.5% | -18.9% | -10.3% |
| 1Y | +5.3% | +2.0% | +3.3% | +2.4% |
| 3Y | +31.8% | -1.4% | +33.2% | +25.6% |
| 5Y | +47.4% | +30.6% | +16.8% | +23.8% |
| 10Y | +120.6% | +80.6% | +39.9% | +52.9% |
| All | +1,507.7% | +915.9% | +591.8% | +462.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling