+1,661.6%
SRE vs GRMN
+6,622.3%
-4,960.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.4% | +0.2% | +1.3% | +1.4% |
| 30D | +1.9% | -11.3% | +13.2% | +4.0% |
| 3M | -3.3% | +17.7% | -21.0% | -6.4% |
| 6M | -6.4% | +14.2% | -20.6% | -9.1% |
| YTD | -1.8% | +37.0% | -38.9% | -7.9% |
| 1Y | +10.7% | +17.0% | -6.2% | +6.6% |
| 3Y | +31.8% | +183.2% | -151.4% | +6.8% |
| 5Y | +49.2% | +77.3% | -28.1% | +29.9% |
| 10Y | +118.5% | +630.9% | -512.4% | +51.0% |
| All | +1,661.6% | +6,622.3% | -4,960.7% | +790.1% |
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