+22.1%
GH vs SIMO
+269.6%
-247.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -1.6% |
| 7D | -0.1% | +4.2% | -4.3% | -1.1% |
| 30D | -1.1% | +4.1% | -5.2% | -2.7% |
| 3M | +21.3% | -12.9% | +34.2% | +21.6% |
| 6M | +73.5% | +110.3% | -36.8% | +33.8% |
| YTD | +58.0% | +178.6% | -120.5% | +9.3% |
| 1Y | +163.1% | +220.0% | -56.9% | +71.0% |
| 3Y | +361.0% | +409.0% | -48.0% | +143.1% |
| All | +22.1% | +269.6% | -247.4% | -31.6% |
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 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