Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • GM vs SIMO✓SelectedUSD · SIMOGM vs SIMO performance historyLatest closeAs of+0.62%09/04
Stock and ETF performance explorer

GM vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+52.3%
SIMO return
+226.2%
Excess return
-173.9%
Maximum drawdown
-16.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D+0.6%+8.7%-8.1%+0.7%
7D+1.7%+4.2%-2.5%+1.8%
30D-1.6%+4.1%-5.7%-1.4%
3M+5.7%-12.9%+18.6%+6.0%
6M+12.2%+110.3%-98.2%+11.9%
YTD+8.4%+178.6%-170.2%+7.1%
1Y+52.3%+220.0%-167.7%+49.2%
All+52.3%+226.2%-173.9%+49.2%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling