-44.8%
GPN vs SIMO
+297.1%
-341.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.2% | -9.5% | -4.0% |
| 7D | -0.7% | +14.6% | -15.3% | -2.1% |
| 30D | +3.8% | +6.2% | -2.4% | +2.9% |
| 3M | +39.2% | +3.6% | +35.6% | +36.1% |
| 6M | +17.9% | +130.8% | -112.9% | +0.1% |
| YTD | +16.4% | +195.8% | -179.4% | -6.2% |
| 1Y | +3.6% | +225.0% | -221.4% | -18.3% |
| 3Y | -26.7% | +452.3% | -479.0% | -48.3% |
| 5Y | -44.8% | +303.6% | -348.4% | -59.9% |
| All | -44.8% | +297.1% | -341.9% | -59.9% |
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 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