+38.2%
GLW vs SIMO
+97.3%
-59.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.7% | -1.2% | +3.7% |
| 7D | +1.4% | +0.9% | +0.5% | +1.3% |
| 30D | -18.2% | -25.4% | +7.2% | -8.5% |
| 3M | -24.2% | -17.8% | -6.4% | -18.2% |
| 6M | -41.7% | -29.6% | -12.2% | -32.0% |
| YTD | +38.3% | +100.3% | -62.0% | +20.3% |
| 1Y | +38.2% | +100.4% | -62.2% | +20.4% |
| All | +38.2% | +97.3% | -59.2% | +20.4% |
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