+246.5%
GM vs SIMO
+9,181.4%
-8,934.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -0.5% |
| 7D | +1.9% | +4.2% | -2.3% | +1.2% |
| 30D | -1.4% | +4.1% | -5.5% | -2.6% |
| 3M | +5.9% | -12.9% | +18.8% | +5.9% |
| 6M | +12.4% | +110.3% | -98.0% | -5.8% |
| YTD | +8.6% | +178.6% | -169.9% | -14.4% |
| 1Y | +52.6% | +220.0% | -167.4% | +16.5% |
| 3Y | +169.7% | +409.0% | -239.4% | +84.7% |
| 5Y | +87.5% | +277.3% | -189.8% | +31.8% |
| 10Y | +233.0% | +506.6% | -273.7% | +103.7% |
| All | +246.5% | +9,181.4% | -8,934.9% | +61.2% |
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 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