+1,317.7%
GLW vs SIMO
+3,332.4%
-2,014.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.7% | -3.0% | +3.7% |
| 7D | +3.8% | +4.2% | -0.5% | +2.7% |
| 30D | -1.3% | +4.1% | -5.4% | -2.6% |
| 3M | -21.8% | -12.9% | -8.9% | -19.2% |
| 6M | +6.9% | +110.3% | -103.5% | -10.7% |
| YTD | +77.2% | +178.6% | -101.4% | +38.7% |
| 1Y | +123.2% | +220.0% | -96.7% | +69.4% |
| 3Y | +400.0% | +409.0% | -9.0% | +237.9% |
| 5Y | +342.8% | +277.3% | +65.5% | +206.3% |
| 10Y | +771.4% | +506.6% | +264.8% | +417.2% |
| All | +1,317.7% | +3,332.4% | -2,014.7% | +354.4% |
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