+51.5%
GM vs SIMO
+220.5%
-169.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.5% | +7.3% | +2.7% |
| 7D | -1.1% | +12.5% | -13.6% | -0.9% |
| 30D | -3.4% | +18.4% | -21.8% | -3.1% |
| 3M | +8.7% | +5.6% | +3.1% | +9.2% |
| 6M | +15.4% | +116.9% | -101.5% | +15.3% |
| YTD | +6.6% | +188.4% | -181.8% | +5.5% |
| 1Y | +51.5% | +221.3% | -169.8% | +48.3% |
| All | +51.5% | +220.5% | -169.0% | +48.3% |
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