+188.7%
GD vs SIMO
+502.1%
-313.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.7% | -10.5% | -2.6% |
| 7D | -5.3% | +4.2% | -9.5% | -5.7% |
| 30D | -6.4% | +4.1% | -10.5% | -7.1% |
| 3M | +5.7% | -12.9% | +18.6% | +5.7% |
| 6M | -0.9% | +110.3% | -111.3% | -11.4% |
| YTD | +8.2% | +178.6% | -170.4% | -7.0% |
| 1Y | +13.4% | +220.0% | -206.6% | -4.5% |
| 3Y | +68.5% | +409.0% | -340.5% | +31.4% |
| 5Y | +97.2% | +277.3% | -180.2% | +55.1% |
| All | +188.7% | +502.1% | -313.5% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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