+96.7%
GD vs SIMO
+144.7%
-48.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.4% | +12.1% | -1.7% |
| 7D | -3.9% | -31.4% | +27.5% | -2.4% |
| 30D | +8.1% | -45.2% | +53.2% | +10.7% |
| 3M | -6.8% | -36.5% | +29.7% | -5.6% |
| 6M | +3.0% | -34.2% | +37.2% | +3.1% |
| YTD | +7.8% | +69.9% | -62.1% | +0.6% |
| 1Y | +5.8% | +60.4% | -54.6% | -0.9% |
| 3Y | +55.3% | +203.1% | -147.8% | +38.4% |
| 5Y | +96.7% | +145.4% | -48.8% | +71.0% |
| All | +96.7% | +144.7% | -48.0% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling