+80.5%
GM vs SIMO
+312.7%
-232.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.6% |
| 7D | -1.1% | +14.5% | -15.6% | -2.6% |
| 30D | -4.6% | +20.4% | -25.0% | -6.7% |
| 3M | +0.2% | +7.1% | -6.9% | -1.9% |
| 6M | +12.6% | +129.2% | -116.6% | -3.7% |
| YTD | +3.7% | +201.9% | -198.3% | -16.7% |
| 1Y | +45.6% | +235.5% | -189.9% | +13.5% |
| 3Y | +162.0% | +463.8% | -301.9% | +78.8% |
| 5Y | +80.5% | +306.7% | -226.2% | +33.5% |
| All | +80.5% | +312.7% | -232.3% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling