+168.3%
GM vs SIMO
+462.5%
-294.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.6% |
| 7D | +0.4% | +14.6% | -14.2% | -0.5% |
| 30D | -1.8% | +6.2% | -8.0% | -2.4% |
| 3M | +2.6% | +3.6% | -0.9% | +1.6% |
| 6M | +14.6% | +130.8% | -116.2% | +1.6% |
| YTD | +6.2% | +195.8% | -189.6% | -11.1% |
| 1Y | +48.7% | +225.0% | -176.3% | +20.8% |
| 3Y | +168.3% | +452.3% | -284.0% | +85.2% |
| All | +168.3% | +462.5% | -294.2% | +85.2% |
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 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