+254.6%
GLW vs SIMO
+195.0%
+59.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.7% | -1.2% | +4.5% |
| 7D | +1.4% | +0.9% | +0.5% | +1.4% |
| 30D | -18.2% | -25.4% | +7.2% | -10.4% |
| 3M | -24.2% | -17.8% | -6.4% | -19.3% |
| 6M | -41.7% | -29.6% | -12.2% | -34.4% |
| YTD | +38.3% | +100.3% | -62.0% | +17.8% |
| 1Y | +38.2% | +100.4% | -62.2% | +17.7% |
| 3Y | +363.4% | +246.1% | +117.3% | +239.0% |
| 5Y | +254.6% | +189.8% | +64.8% | +158.9% |
| All | +254.6% | +195.0% | +59.6% | +158.9% |
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 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