+232.7%
GLW vs SE
-78.2%
+310.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.4% |
| 7D | +7.7% | -0.5% | +8.2% | +7.8% |
| 30D | -18.8% | -20.9% | +2.1% | -16.6% |
| 3M | -27.7% | -38.9% | +11.2% | -23.5% |
| 6M | -44.4% | -19.4% | -25.0% | -43.5% |
| YTD | +31.3% | -40.9% | +72.2% | +37.9% |
| 1Y | +40.0% | -46.2% | +86.2% | +48.8% |
| 3Y | +339.2% | +63.7% | +275.5% | +302.6% |
| All | +232.7% | -78.2% | +310.9% | +221.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling