+123.2%
GLW vs SIMO
+226.2%
-103.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.7% | -3.0% | +2.4% |
| 7D | +3.8% | +4.2% | -0.5% | +2.1% |
| 30D | -1.3% | +4.1% | -5.4% | -3.4% |
| 3M | -21.8% | -12.9% | -8.9% | -18.0% |
| 6M | +6.9% | +110.3% | -103.5% | -10.4% |
| YTD | +77.2% | +178.6% | -101.4% | +35.1% |
| 1Y | +123.2% | +220.0% | -96.7% | +69.1% |
| All | +123.2% | +226.2% | -103.0% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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