+1,412.0%
SRE vs GPC
+817.6%
+594.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -8.2% | +0.4% | -8.5% | -8.3% |
| 30D | -3.6% | -1.8% | -1.8% | -3.2% |
| 3M | -6.3% | -6.6% | +0.3% | -4.2% |
| 6M | -13.0% | +21.3% | -34.4% | -20.1% |
| YTD | -9.2% | +4.3% | -13.5% | -12.6% |
| 1Y | -13.1% | +3.3% | -16.4% | -16.2% |
| 3Y | +22.4% | +0.8% | +21.7% | +15.6% |
| 5Y | +47.1% | +7.4% | +39.7% | +33.1% |
| 10Y | +121.0% | +79.2% | +41.7% | +52.9% |
| All | +1,412.0% | +817.6% | +594.5% | +448.2% |
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