+526.0%
GLW vs SIMO
+394.4%
+131.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.6% | +1.3% | -2.5% |
| 7D | +7.7% | +4.1% | +3.6% | +6.5% |
| 30D | -18.8% | -24.0% | +5.1% | -11.7% |
| 3M | -27.7% | -31.8% | +4.0% | -18.6% |
| 6M | -44.4% | -36.9% | -7.6% | -35.7% |
| YTD | +31.3% | +84.8% | -53.5% | +10.2% |
| 1Y | +40.0% | +99.0% | -58.9% | +15.3% |
| 3Y | +339.2% | +217.9% | +121.3% | +209.8% |
| 5Y | +229.2% | +171.5% | +57.7% | +129.2% |
| All | +526.0% | +394.4% | +131.6% | +238.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling