+369.2%
GLW vs SE
+372.6%
-3.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | -11.1% | 0.0% | -11.1% | -11.0% |
| 30D | -28.4% | -19.4% | -9.1% | -26.2% |
| 3M | -28.8% | -33.1% | +4.3% | -24.8% |
| 6M | -39.8% | -11.4% | -28.4% | -39.6% |
| YTD | +28.7% | -39.8% | +68.5% | +36.2% |
| 1Y | +27.7% | -50.5% | +78.2% | +39.0% |
| 3Y | +331.3% | +68.9% | +262.5% | +281.1% |
| 5Y | +233.4% | -77.1% | +310.5% | +273.1% |
| All | +369.2% | +372.6% | -3.4% | +194.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling