+1,507.7%
SRE vs GSK
+179.8%
+1,327.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -0.3% | -1.8% | +1.5% | +0.3% |
| 30D | -0.7% | -2.2% | +1.4% | -0.2% |
| 3M | -6.3% | -1.8% | -4.5% | -6.1% |
| 6M | -10.7% | -10.6% | 0.0% | -8.0% |
| YTD | -3.5% | +4.4% | -7.9% | -5.6% |
| 1Y | +5.3% | +30.4% | -25.1% | -4.4% |
| 3Y | +31.8% | +60.1% | -28.3% | +9.7% |
| 5Y | +47.4% | +46.8% | +0.6% | +24.5% |
| 10Y | +120.6% | +79.2% | +41.3% | +73.7% |
| All | +1,507.7% | +179.8% | +1,327.9% | +929.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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