+142.4%
GILD vs SIMO
+315.3%
-172.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.0% | -0.9% |
| 7D | -4.8% | +11.0% | -15.9% | -5.0% |
| 30D | +5.8% | +17.9% | -12.1% | +5.4% |
| 3M | +14.9% | +3.9% | +11.0% | +14.4% |
| 6M | -0.4% | +131.0% | -131.4% | -5.0% |
| YTD | +18.5% | +209.3% | -190.8% | +11.6% |
| 1Y | +25.1% | +223.8% | -198.6% | +17.4% |
| 3Y | +105.9% | +479.2% | -373.3% | +87.3% |
| All | +142.4% | +315.3% | -172.9% | +121.9% |
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 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