+331.3%
GLW vs SIMO
+220.9%
+110.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.6% |
| 7D | -11.1% | -16.0% | +4.9% | -4.6% |
| 30D | -28.4% | -35.8% | +7.3% | -15.5% |
| 3M | -28.8% | -26.5% | -2.3% | -20.1% |
| 6M | -39.8% | -33.0% | -6.8% | -29.1% |
| YTD | +28.7% | +84.3% | -55.6% | +8.2% |
| 1Y | +27.7% | +82.0% | -54.3% | +7.9% |
| 3Y | +331.3% | +218.5% | +112.8% | +181.6% |
| All | +331.3% | +220.9% | +110.5% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling