+516.2%
GLW vs SRE
+121.0%
+395.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | -11.1% | -8.2% | -2.9% | -7.0% |
| 30D | -28.4% | -3.6% | -24.8% | -27.0% |
| 3M | -28.8% | -6.3% | -22.5% | -26.5% |
| 6M | -39.8% | -13.0% | -26.8% | -35.6% |
| YTD | +28.7% | -9.2% | +37.9% | +34.9% |
| 1Y | +27.7% | -13.1% | +40.8% | +36.7% |
| 3Y | +331.3% | +22.4% | +308.9% | +273.9% |
| 5Y | +233.4% | +47.1% | +186.3% | +157.3% |
| All | +516.2% | +121.0% | +395.2% | +325.2% |
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