-18.1%
GPN vs SIMO
+195.0%
-213.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -2.0% |
| 7D | +4.3% | +0.9% | +3.4% | +4.1% |
| 30D | +22.1% | -25.4% | +47.5% | +24.2% |
| 3M | +17.1% | -17.8% | +34.8% | +17.0% |
| 6M | +46.7% | -29.6% | +76.3% | +45.9% |
| YTD | +30.8% | +100.3% | -69.5% | +8.0% |
| 1Y | +31.5% | +100.4% | -68.9% | +8.4% |
| 3Y | -5.1% | +246.1% | -251.2% | -30.8% |
| 5Y | -18.1% | +189.8% | -207.9% | -41.3% |
| All | -18.1% | +195.0% | -213.1% | -41.3% |
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