+405.5%
GH vs SIMO
+528.4%
-122.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.6% |
| 7D | -0.2% | +14.5% | -14.7% | -3.6% |
| 30D | -2.6% | +20.4% | -23.1% | -7.6% |
| 3M | +25.1% | +7.1% | +18.0% | +18.9% |
| 6M | +78.5% | +129.2% | -50.8% | +30.4% |
| YTD | +59.4% | +201.9% | -142.6% | +4.4% |
| 1Y | +173.9% | +235.5% | -61.7% | +70.7% |
| 3Y | +382.7% | +463.8% | -81.1% | +141.3% |
| 5Y | +24.4% | +306.7% | -282.3% | -33.1% |
| All | +405.5% | +528.4% | -122.8% | +119.2% |
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