-7.7%
SRE vs GRMN
+40.7%
-48.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.5% | -9.4% | -2.8% |
| 7D | -2.1% | +6.1% | -8.2% | -2.1% |
| 30D | +6.1% | +1.3% | +4.8% | +6.1% |
| 3M | -3.5% | -5.6% | +2.0% | -3.2% |
| 6M | -10.8% | +22.2% | -33.0% | -12.0% |
| YTD | -4.0% | +44.3% | -48.3% | -7.4% |
| 1Y | -7.7% | +43.1% | -50.7% | -10.9% |
| All | -7.7% | +40.7% | -48.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling