+1,490.5%
GLW vs SRE
+1,436.4%
+54.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.5% | +8.9% |
| 7D | -5.9% | -8.4% | +2.5% | -2.0% |
| 30D | -26.0% | -3.2% | -22.8% | -24.9% |
| 3M | -29.9% | -5.3% | -24.6% | -28.2% |
| 6M | -37.8% | -12.6% | -25.2% | -34.1% |
| YTD | +33.1% | -8.8% | +41.9% | +38.5% |
| 1Y | +36.8% | -13.4% | +50.2% | +45.6% |
| 3Y | +356.1% | +24.4% | +331.7% | +303.4% |
| 5Y | +243.8% | +47.3% | +196.5% | +179.5% |
| 10Y | +542.4% | +116.7% | +425.7% | +333.6% |
| All | +1,490.5% | +1,436.4% | +54.1% | +496.1% |
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