+32.1%
GLW vs SIMO
+80.9%
-48.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.7% | +3.6% | +6.8% |
| 7D | -5.9% | -8.2% | +2.3% | -2.3% |
| 30D | -26.0% | -34.6% | +8.6% | -12.5% |
| 3M | -29.9% | -32.6% | +2.7% | -18.3% |
| 6M | -37.8% | -31.8% | -5.9% | -25.7% |
| YTD | +33.1% | +87.6% | -54.5% | +18.9% |
| All | +32.1% | +80.9% | -48.8% | +19.6% |
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