+307.7%
GLW vs SE
+64.9%
+242.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -13.9% | +2.0% | -15.9% | -14.0% |
| 30D | -35.0% | -20.0% | -15.0% | -33.3% |
| 3M | -32.4% | -31.8% | -0.6% | -29.6% |
| 6M | -41.3% | -15.9% | -25.5% | -41.0% |
| YTD | +21.8% | -40.6% | +62.5% | +28.3% |
| 1Y | +21.8% | -50.7% | +72.5% | +32.0% |
| 3Y | +307.7% | +70.3% | +237.4% | +308.3% |
| All | +307.7% | +64.9% | +242.8% | +308.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling