+863.6%
GLW vs SRE
+126.8%
+736.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +16.9% | +1.5% | +15.4% | +16.1% |
| 30D | +7.0% | +0.8% | +6.2% | +6.3% |
| 3M | -3.0% | -5.8% | +2.8% | -0.5% |
| 6M | +31.0% | -7.8% | +38.8% | +35.8% |
| YTD | +93.4% | -2.4% | +95.8% | +95.1% |
| 1Y | +134.7% | +8.9% | +125.8% | +124.3% |
| 3Y | +471.8% | +31.1% | +440.7% | +379.5% |
| 5Y | +394.5% | +48.6% | +345.8% | +281.9% |
| All | +863.6% | +126.8% | +736.8% | +547.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling