+579.5%
SIMO vs GWW
+553.5%
+26.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | +14.5% | -0.5% | +15.0% | +14.6% |
| 30D | +20.4% | -1.4% | +21.9% | +21.0% |
| 3M | +7.1% | -3.6% | +10.8% | +8.1% |
| 6M | +129.2% | +15.1% | +114.1% | +117.1% |
| YTD | +201.9% | +27.5% | +174.5% | +175.2% |
| 1Y | +235.5% | +29.6% | +205.9% | +203.7% |
| 3Y | +463.8% | +90.1% | +373.8% | +344.0% |
| 5Y | +306.7% | +222.6% | +84.1% | +164.6% |
| 10Y | +579.5% | +566.5% | +12.9% | +251.0% |
| All | +579.5% | +553.5% | +26.0% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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