+120.0%
SRE vs GRMN
+646.1%
-526.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.7% | -1.8% | +1.1% | -0.2% |
| 30D | -1.7% | -12.1% | +10.4% | +1.6% |
| 3M | -7.1% | +18.0% | -25.1% | -12.0% |
| 6M | -8.4% | +13.7% | -22.1% | -12.6% |
| YTD | -3.5% | +35.3% | -38.8% | -13.0% |
| 1Y | +5.4% | +17.2% | -11.9% | -1.2% |
| 3Y | +29.5% | +179.6% | -150.1% | -13.0% |
| 5Y | +48.3% | +75.6% | -27.2% | +16.5% |
| All | +120.0% | +646.1% | -526.1% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling