+134.7%
GLW vs SRE
+10.5%
+124.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | +16.9% | +1.5% | +15.4% | +16.0% |
| 30D | +7.0% | +0.8% | +6.2% | +6.2% |
| 3M | -3.0% | -5.8% | +2.8% | +0.3% |
| 6M | +31.0% | -7.8% | +38.8% | +37.3% |
| YTD | +93.4% | -2.4% | +95.8% | +98.0% |
| 1Y | +134.7% | +8.9% | +125.8% | +132.3% |
| All | +134.7% | +10.5% | +124.2% | +132.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling