+368.5%
GH vs SIMO
+268.3%
+100.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.8% | -2.7% |
| 7D | -15.6% | -22.0% | +6.4% | -10.6% |
| 30D | -10.4% | -43.0% | +32.7% | +1.7% |
| 3M | -4.3% | -39.1% | +34.9% | +5.0% |
| 6M | +63.5% | -33.3% | +96.8% | +69.5% |
| YTD | +47.7% | +77.0% | -29.3% | +8.1% |
| 1Y | +56.7% | +73.0% | -16.3% | +15.3% |
| 3Y | +443.9% | +215.7% | +228.2% | +208.7% |
| 5Y | +36.9% | +155.6% | -118.7% | -19.7% |
| All | +368.5% | +268.3% | +100.3% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling