+385.2%
GLW vs SE
+379.8%
+5.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.9% | +6.3% | +8.8% |
| 7D | -5.9% | +3.3% | -9.2% | -6.3% |
| 30D | -26.0% | -18.2% | -7.8% | -23.8% |
| 3M | -29.9% | -31.3% | +1.4% | -26.3% |
| 6M | -37.8% | -10.1% | -27.7% | -37.7% |
| YTD | +33.1% | -38.9% | +72.0% | +40.5% |
| 1Y | +36.8% | -48.0% | +84.8% | +47.9% |
| 3Y | +356.1% | +78.8% | +277.3% | +299.5% |
| 5Y | +243.8% | -77.1% | +320.9% | +285.0% |
| All | +385.2% | +379.8% | +5.4% | +203.6% |
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