+240.6%
GM vs SIMO
+248.6%
-8.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.4% | -0.2% |
| 7D | -3.8% | +0.9% | -4.7% | -3.9% |
| 30D | +7.9% | -25.4% | +33.3% | +9.0% |
| 3M | -0.3% | -17.8% | +17.5% | -0.4% |
| 6M | +18.6% | -29.6% | +48.1% | +18.5% |
| YTD | +10.0% | +100.3% | -90.3% | -6.6% |
| 1Y | +25.9% | +100.4% | -74.5% | +6.6% |
| All | +240.6% | +248.6% | -8.0% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling