Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SIMO vs GWRE✓SelectedUSD · GWRESIMO vs GWRE performance historyLatest closeAs of+6.17%09/08
Stock and ETF performance explorer

SIMO vs GWRE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,563.6%
GWRE return
+793.8%
Excess return
+769.8%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGWREExcessAlpha
1D+6.2%-7.8%+14.0%+7.8%
7D+14.6%-25.6%+40.2%+20.4%
30D+6.2%-12.2%+18.4%+7.1%
3M+3.6%+17.7%-14.1%-5.4%
6M+130.8%-11.3%+142.1%+123.7%
YTD+195.8%-25.5%+221.3%+199.1%
1Y+225.0%-42.8%+267.8%+255.4%
3Y+452.3%+59.0%+393.3%+329.4%
5Y+303.6%+21.6%+282.0%+230.8%
10Y+528.8%+139.2%+389.6%+309.1%
All+1,563.6%+793.8%+769.8%+746.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling