+371.1%
GH vs SIMO
+284.6%
+86.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -0.7% |
| 7D | +0.6% | +4.1% | -3.6% | -0.6% |
| 30D | -6.9% | -24.0% | +17.0% | -1.3% |
| 3M | -4.9% | -31.8% | +26.9% | +1.6% |
| 6M | +54.1% | -36.9% | +90.9% | +62.2% |
| YTD | +48.5% | +84.8% | -36.3% | +7.4% |
| 1Y | +61.2% | +99.0% | -37.8% | +13.4% |
| 3Y | +570.3% | +217.9% | +352.4% | +280.9% |
| 5Y | +46.1% | +171.5% | -125.3% | -15.8% |
| All | +371.1% | +284.6% | +86.5% | +125.4% |
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 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