-41.3%
GLW vs SIMO
-29.1%
-12.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.5% | 0.0% |
| 7D | -13.9% | -22.0% | +8.1% | -0.3% |
| 30D | -35.0% | -43.0% | +8.1% | -8.7% |
| 3M | -32.4% | -39.1% | +6.8% | -10.7% |
| 6M | -41.3% | -33.3% | -8.1% | -27.9% |
| All | -41.3% | -29.1% | -12.3% | -27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling