+2,391.6%
SIMO vs GWW
+3,697.4%
-1,305.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.7% | +8.2% |
| 7D | +0.9% | 0.0% | +0.9% | +1.1% |
| 30D | -25.4% | +14.0% | -39.4% | -30.6% |
| 3M | -17.8% | +14.4% | -32.1% | -23.7% |
| 6M | -29.6% | +21.7% | -51.2% | -37.2% |
| YTD | +100.3% | +48.4% | +51.9% | +59.1% |
| 1Y | +100.4% | +58.4% | +42.0% | +53.3% |
| 3Y | +246.1% | +92.3% | +153.8% | +134.2% |
| 5Y | +189.8% | +221.8% | -32.0% | +42.6% |
| 10Y | +434.6% | +657.6% | -223.0% | +36.4% |
| All | +2,391.6% | +3,697.4% | -1,305.8% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling