+2.7%
SRE vs GRMN
+21.0%
-18.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -0.9% |
| 7D | -0.8% | +2.0% | -2.9% | -0.9% |
| 30D | -3.0% | -8.8% | +5.8% | -2.6% |
| 3M | -8.3% | +19.0% | -27.3% | -9.6% |
| 6M | -8.9% | +20.7% | -29.6% | -10.6% |
| YTD | -4.3% | +40.5% | -44.8% | -7.6% |
| 1Y | +2.7% | +19.1% | -16.4% | +1.6% |
| All | +2.7% | +21.0% | -18.3% | +1.6% |
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