+410.2%
GLW vs SE
+197.9%
+212.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.8% |
| 7D | +3.8% | -6.1% | +9.9% | +4.5% |
| 30D | -1.3% | -2.5% | +1.1% | -1.3% |
| 3M | -21.8% | +21.7% | -43.5% | -24.0% |
| 6M | +6.9% | +27.0% | -20.1% | +2.7% |
| YTD | +77.2% | -12.1% | +89.3% | +78.6% |
| 1Y | +123.2% | -40.9% | +164.2% | +137.8% |
| All | +410.2% | +197.9% | +212.4% | +381.0% |
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