+118.2%
SRE vs GPN
+28.5%
+89.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.8% | -4.3% | +3.5% | +0.3% |
| 30D | -3.0% | 0.0% | -3.0% | -3.2% |
| 3M | -8.3% | +35.8% | -44.1% | -16.1% |
| 6M | -8.9% | +22.0% | -30.9% | -14.9% |
| YTD | -4.3% | +15.2% | -19.5% | -9.9% |
| 1Y | +2.7% | +3.5% | -0.8% | -0.6% |
| 3Y | +28.7% | -26.9% | +55.6% | +34.6% |
| 5Y | +47.1% | -44.2% | +91.4% | +63.4% |
| All | +118.2% | +28.5% | +89.7% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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