+388.8%
SIMO vs GWW
+658.3%
-269.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.3% |
| 7D | +4.1% | +3.6% | +0.6% | +3.0% |
| 30D | -24.0% | +12.1% | -36.1% | -26.9% |
| 3M | -31.8% | +12.9% | -44.7% | -34.6% |
| 6M | -36.9% | +19.3% | -56.2% | -40.8% |
| YTD | +84.8% | +48.7% | +36.1% | +59.6% |
| 1Y | +99.0% | +60.5% | +38.5% | +67.1% |
| 3Y | +217.9% | +93.3% | +124.7% | +148.7% |
| 5Y | +171.5% | +219.0% | -47.5% | +77.1% |
| All | +388.8% | +658.3% | -269.5% | +138.2% |
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