+25.7%
GPN vs SIMO
+557.5%
-531.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.2% | +2.5% |
| 7D | -3.5% | +12.5% | -16.0% | -5.5% |
| 30D | +3.1% | +18.4% | -15.3% | -0.2% |
| 3M | +42.3% | +5.6% | +36.7% | +36.8% |
| 6M | +20.9% | +116.9% | -96.0% | -2.5% |
| YTD | +15.2% | +188.4% | -173.2% | -13.8% |
| 1Y | +5.4% | +221.3% | -215.8% | -23.6% |
| 3Y | -27.4% | +438.6% | -466.0% | -54.5% |
| 5Y | -44.2% | +287.9% | -332.1% | -64.2% |
| All | +25.7% | +557.5% | -531.8% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling