+1,419.6%
SRE vs GPC
+824.5%
+595.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.6% | -0.1% |
| 7D | -8.4% | +0.8% | -9.2% | -8.7% |
| 30D | -3.2% | -1.1% | -2.1% | -2.9% |
| 3M | -5.3% | -6.6% | +1.3% | -3.2% |
| 6M | -12.6% | +22.2% | -34.8% | -19.9% |
| YTD | -8.8% | +5.1% | -13.8% | -12.5% |
| 1Y | -13.4% | +2.8% | -16.2% | -16.3% |
| 3Y | +24.4% | +2.4% | +22.0% | +16.7% |
| 5Y | +47.3% | +7.8% | +39.6% | +33.2% |
| 10Y | +116.7% | +87.2% | +29.4% | +47.2% |
| All | +1,419.6% | +824.5% | +595.1% | +449.4% |
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