+45.3%
SRE vs GTLB
-49.4%
+94.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.7% |
| 7D | +1.8% | -0.7% | +2.5% | +1.8% |
| 30D | -3.0% | -10.2% | +7.2% | -2.7% |
| 3M | -7.3% | +10.1% | -17.4% | -7.6% |
| 6M | -11.9% | +116.5% | -128.4% | -14.2% |
| YTD | -7.9% | +27.2% | -35.0% | -8.8% |
| 1Y | -11.1% | +8.6% | -19.7% | -11.5% |
| 3Y | +24.8% | +5.6% | +19.2% | +23.3% |
| 5Y | +52.4% | -61.8% | +114.2% | +47.6% |
| All | +45.3% | -49.4% | +94.6% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling