+40.6%
GLW vs SE
-48.0%
+88.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.5% | -10.3% | -6.0% |
| 7D | -9.5% | +6.7% | -16.1% | -9.7% |
| 30D | -25.5% | -17.2% | -8.3% | -25.0% |
| 3M | -25.6% | -28.0% | +2.5% | -24.9% |
| 6M | -25.5% | -6.1% | -19.4% | -26.8% |
| YTD | +36.4% | -37.1% | +73.5% | +43.0% |
| 1Y | +40.6% | -48.8% | +89.4% | +59.1% |
| All | +40.6% | -48.0% | +88.6% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling