+1,552.4%
GLW vs SRE
+1,425.7%
+126.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.6% | +7.5% |
| 7D | +1.4% | -5.6% | +7.1% | +4.3% |
| 30D | -18.2% | -4.5% | -13.7% | -16.5% |
| 3M | -24.2% | -7.7% | -16.5% | -21.5% |
| 6M | -41.7% | -14.4% | -27.3% | -37.8% |
| YTD | +38.3% | -9.4% | +47.7% | +44.3% |
| 1Y | +38.2% | -13.8% | +52.0% | +47.4% |
| 3Y | +363.4% | +22.2% | +341.2% | +313.1% |
| 5Y | +254.6% | +50.5% | +204.1% | +185.6% |
| 10Y | +562.0% | +124.1% | +437.9% | +340.9% |
| All | +1,552.4% | +1,425.7% | +126.7% | +521.2% |
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