+1,553.2%
SRE vs GRMN
+6,828.2%
-5,275.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | +1.8% | -0.9% | +2.6% | +1.9% |
| 30D | -3.0% | +1.2% | -4.2% | -3.3% |
| 3M | -7.3% | -8.9% | +1.7% | -6.0% |
| 6M | -11.9% | +23.0% | -34.9% | -15.6% |
| YTD | -7.9% | +41.2% | -49.1% | -14.2% |
| 1Y | -11.1% | +47.5% | -58.6% | -17.9% |
| 3Y | +24.8% | +155.8% | -130.9% | +2.9% |
| 5Y | +52.4% | +120.2% | -67.8% | +27.7% |
| 10Y | +127.9% | +629.9% | -502.0% | +57.1% |
| All | +1,553.2% | +6,828.2% | -5,275.1% | +729.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling