+2,016.5%
GLW vs SRE
+1,525.5%
+491.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | -21.8% | -6.3% | -15.5% | -20.0% |
| 6M | +6.9% | -10.7% | +17.5% | +12.1% |
| YTD | +77.2% | -3.5% | +80.6% | +79.4% |
| 1Y | +123.2% | +5.3% | +117.9% | +117.3% |
| 3Y | +400.0% | +31.8% | +368.2% | +329.7% |
| 5Y | +342.8% | +47.4% | +295.4% | +258.6% |
| 10Y | +771.4% | +120.6% | +650.8% | +479.9% |
| All | +2,016.5% | +1,525.5% | +491.0% | +672.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling