+31.2%
SRE vs GRMN
+179.1%
-147.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.4% |
| 7D | +1.5% | -1.4% | +2.9% | +1.6% |
| 30D | +0.8% | -13.1% | +13.9% | +2.7% |
| 3M | -5.8% | +14.9% | -20.7% | -8.2% |
| 6M | -7.8% | +13.1% | -20.9% | -10.1% |
| YTD | -2.4% | +35.3% | -37.6% | -7.8% |
| 1Y | +8.9% | +16.0% | -7.1% | +5.3% |
| All | +31.2% | +179.1% | -147.8% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling