+524.5%
GLW vs SIMO
+394.4%
+130.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.1% | -2.7% |
| 7D | +7.5% | +4.1% | +3.4% | +6.3% |
| 30D | -19.0% | -24.0% | +4.9% | -11.9% |
| 3M | -27.9% | -31.8% | +3.9% | -18.8% |
| 6M | -44.6% | -36.9% | -7.7% | -35.8% |
| YTD | +31.0% | +84.8% | -53.8% | +10.0% |
| 1Y | +39.7% | +99.0% | -59.3% | +15.0% |
| 3Y | +338.2% | +217.9% | +120.3% | +209.1% |
| 5Y | +228.4% | +171.5% | +56.9% | +128.6% |
| All | +524.5% | +394.4% | +130.1% | +237.9% |
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