+240.5%
GM vs SIMO
+6,423.1%
-6,182.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.7% |
| 7D | -3.4% | +14.9% | -18.3% | -5.4% |
| 30D | +2.7% | -27.0% | +29.7% | +6.5% |
| 3M | -0.4% | -25.4% | +25.0% | +1.8% |
| 6M | +13.3% | -30.3% | +43.6% | +14.3% |
| YTD | +6.8% | +95.8% | -89.0% | -12.9% |
| 1Y | +21.1% | +100.0% | -78.9% | -1.8% |
| 3Y | +231.0% | +238.3% | -7.2% | +137.3% |
| 5Y | +41.9% | +187.6% | -145.6% | +1.9% |
| 10Y | +205.7% | +422.5% | -216.8% | +88.3% |
| All | +240.5% | +6,423.1% | -6,182.5% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling