+212.6%
GLW vs SIMO
+154.7%
+58.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.5% | +1.2% |
| 7D | -13.9% | -22.0% | +8.1% | -6.7% |
| 30D | -35.0% | -43.0% | +8.1% | -22.2% |
| 3M | -32.4% | -39.1% | +6.8% | -21.1% |
| 6M | -41.3% | -33.3% | -8.1% | -32.3% |
| YTD | +21.8% | +77.0% | -55.1% | +8.0% |
| 1Y | +21.8% | +73.0% | -51.2% | +8.7% |
| 3Y | +307.7% | +215.7% | +92.0% | +208.8% |
| All | +212.6% | +154.7% | +58.0% | +138.6% |
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 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