+596.0%
SIMO vs GWRE
+131.0%
+465.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.7% | +7.1% |
| 7D | +11.0% | -13.2% | +24.3% | +13.7% |
| 30D | +17.9% | -18.6% | +36.5% | +20.4% |
| 3M | +3.9% | +18.9% | -15.0% | -6.0% |
| 6M | +131.0% | -11.0% | +142.0% | +122.7% |
| YTD | +209.3% | -29.9% | +239.2% | +218.7% |
| 1Y | +223.8% | -44.3% | +268.1% | +259.2% |
| 3Y | +479.2% | +51.7% | +427.6% | +342.6% |
| 5Y | +316.0% | +15.4% | +300.6% | +242.5% |
| All | +596.0% | +131.0% | +465.1% | +312.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling