+1,804.1%
GILD vs SIMO
+3,711.1%
-1,907.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.0% | -1.4% |
| 7D | -4.8% | +11.0% | -15.9% | -5.8% |
| 30D | +5.8% | +17.9% | -12.1% | +3.9% |
| 3M | +14.9% | +3.9% | +11.0% | +13.0% |
| 6M | -0.4% | +131.0% | -131.4% | -10.7% |
| YTD | +18.5% | +209.3% | -190.8% | +2.9% |
| 1Y | +25.1% | +223.8% | -198.6% | +7.8% |
| 3Y | +105.9% | +479.2% | -373.3% | +64.7% |
| 5Y | +143.0% | +316.0% | -173.0% | +96.4% |
| 10Y | +162.4% | +596.0% | -433.7% | +92.5% |
| All | +1,804.1% | +3,711.1% | -1,907.0% | +924.8% |
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