+342.1%
GLW vs SIMO
+269.6%
+72.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.7% | -3.0% | +3.0% |
| 7D | +3.8% | +4.2% | -0.5% | +2.4% |
| 30D | -1.3% | +4.1% | -5.4% | -3.0% |
| 3M | -21.8% | -12.9% | -8.9% | -18.7% |
| 6M | +6.9% | +110.3% | -103.5% | -11.7% |
| YTD | +77.2% | +178.6% | -101.4% | +35.9% |
| 1Y | +123.2% | +220.0% | -96.7% | +65.3% |
| 3Y | +400.0% | +409.0% | -9.0% | +226.4% |
| All | +342.1% | +269.6% | +72.6% | +202.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling