+526.0%
GLW vs SRE
+127.7%
+398.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.7% |
| 7D | +7.7% | +1.8% | +6.0% | +6.8% |
| 30D | -18.8% | -3.0% | -15.9% | -17.6% |
| 3M | -27.7% | -7.3% | -20.5% | -25.0% |
| 6M | -44.4% | -11.9% | -32.6% | -41.0% |
| YTD | +31.3% | -7.9% | +39.2% | +36.5% |
| 1Y | +40.0% | -11.1% | +51.2% | +48.2% |
| 3Y | +339.2% | +24.8% | +314.4% | +276.9% |
| 5Y | +229.2% | +52.4% | +176.8% | +149.3% |
| All | +526.0% | +127.7% | +398.3% | +327.5% |
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