+400.0%
GLW vs SE
+358.6%
+41.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +15.5% | -1.5% | +17.0% | +15.8% |
| 30D | -19.6% | -22.3% | +2.8% | -16.6% |
| 3M | -28.5% | -41.8% | +13.3% | -22.9% |
| 6M | -39.5% | -22.4% | -17.1% | -37.9% |
| YTD | +37.2% | -41.6% | +78.8% | +45.7% |
| 1Y | +35.4% | -48.0% | +83.4% | +46.3% |
| 3Y | +359.7% | +63.9% | +295.8% | +307.7% |
| 5Y | +244.0% | -78.2% | +322.2% | +287.7% |
| All | +400.0% | +358.6% | +41.5% | +214.8% |
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