+833.1%
GLW vs SRE
+124.1%
+709.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.6% |
| 7D | +11.7% | -0.7% | +12.4% | +12.1% |
| 30D | +2.7% | -1.7% | +4.4% | +3.3% |
| 3M | -2.8% | -7.1% | +4.2% | +0.3% |
| 6M | +20.2% | -8.4% | +28.5% | +25.0% |
| YTD | +87.3% | -3.5% | +90.8% | +90.0% |
| 1Y | +119.6% | +5.4% | +114.2% | +113.2% |
| 3Y | +453.7% | +29.5% | +424.2% | +367.1% |
| 5Y | +376.1% | +48.3% | +327.8% | +268.0% |
| All | +833.1% | +124.1% | +709.0% | +530.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SRE 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling