-11.9%
SRE vs GRMN
+20.7%
-32.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.6% |
| 7D | +1.8% | -0.9% | +2.6% | +1.7% |
| 30D | -3.0% | +1.2% | -4.2% | -2.8% |
| 3M | -7.3% | -8.9% | +1.7% | -7.2% |
| 6M | -11.9% | +23.0% | -34.9% | -14.2% |
| All | -11.9% | +20.7% | -32.6% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling