+70.8%
GD vs SIMO
+418.6%
-347.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.7% | -10.5% | -2.2% |
| 7D | -5.3% | +4.2% | -9.5% | -5.5% |
| 30D | -6.4% | +4.1% | -10.5% | -6.8% |
| 3M | +5.7% | -12.9% | +18.6% | +5.6% |
| 6M | -0.9% | +110.3% | -111.3% | -7.9% |
| YTD | +8.2% | +178.6% | -170.4% | -2.1% |
| 1Y | +13.4% | +220.0% | -206.6% | +1.4% |
| All | +70.8% | +418.6% | -347.8% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling