+2,037.8%
SRE vs GPN
+2,494.6%
-456.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -1.6% |
| 7D | -0.7% | -3.5% | +2.8% | +0.1% |
| 30D | -1.7% | +3.1% | -4.9% | -2.6% |
| 3M | -7.1% | +42.3% | -49.4% | -15.2% |
| 6M | -8.4% | +20.9% | -29.2% | -13.6% |
| YTD | -3.5% | +15.2% | -18.7% | -8.7% |
| 1Y | +5.4% | +5.4% | -0.1% | +1.6% |
| 3Y | +29.5% | -27.4% | +56.9% | +33.8% |
| 5Y | +48.3% | -44.2% | +92.5% | +59.2% |
| 10Y | +123.5% | +27.4% | +96.1% | +95.1% |
| All | +2,037.8% | +2,494.6% | -456.8% | +1,103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling