+850.3%
GLW vs SIMO
+1,993.5%
-1,143.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -14.4% | +1.5% | -9.5% |
| 7D | -19.7% | -31.4% | +11.6% | -12.2% |
| 30D | -38.8% | -45.2% | +6.4% | -29.5% |
| 3M | -33.9% | -36.5% | +2.6% | -26.6% |
| 6M | -36.0% | -34.2% | -1.8% | -28.8% |
| YTD | +18.7% | +69.9% | -51.2% | +4.5% |
| 1Y | +19.8% | +60.4% | -40.6% | +6.8% |
| 3Y | +294.3% | +203.1% | +91.2% | +201.0% |
| 5Y | +205.7% | +145.4% | +60.3% | +134.6% |
| 10Y | +493.8% | +368.9% | +124.9% | +279.6% |
| All | +850.3% | +1,993.5% | -1,143.2% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling