+159.7%
GILD vs SIMO
+605.2%
-445.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.0% | -1.1% |
| 7D | -4.8% | +11.0% | -15.9% | -5.4% |
| 30D | +5.8% | +17.9% | -12.1% | +4.7% |
| 3M | +14.9% | +3.9% | +11.0% | +13.7% |
| 6M | -0.4% | +131.0% | -131.4% | -7.8% |
| YTD | +18.5% | +209.3% | -190.8% | +7.1% |
| 1Y | +25.1% | +223.8% | -198.6% | +12.4% |
| 3Y | +105.9% | +479.2% | -373.3% | +74.6% |
| 5Y | +143.0% | +316.0% | -173.0% | +107.7% |
| All | +159.7% | +605.2% | -445.4% | +99.9% |
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