+452.3%
SIMO vs GWW
+91.5%
+360.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.7% | +8.8% | +6.9% |
| 7D | +14.6% | -1.5% | +16.1% | +15.0% |
| 30D | +6.2% | +1.1% | +5.1% | +5.8% |
| 3M | +3.6% | -1.0% | +4.5% | +3.4% |
| 6M | +130.8% | +16.3% | +114.5% | +117.9% |
| YTD | +195.8% | +28.5% | +167.3% | +168.4% |
| 1Y | +225.0% | +30.3% | +194.7% | +193.0% |
| 3Y | +452.3% | +91.6% | +360.7% | +339.4% |
| All | +452.3% | +91.5% | +360.8% | +339.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling