+548.1%
GPN vs SIMO
+2,171.3%
-1,623.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.7% | +4.1% |
| 7D | +3.7% | -16.0% | +19.7% | +5.8% |
| 30D | +23.6% | -35.8% | +59.3% | +29.7% |
| 3M | +18.3% | -26.5% | +44.8% | +20.7% |
| 6M | +47.8% | -33.0% | +80.8% | +49.2% |
| YTD | +32.6% | +84.3% | -51.8% | +12.4% |
| 1Y | +36.0% | +82.0% | -46.0% | +15.3% |
| 3Y | -3.9% | +218.5% | -222.3% | -26.4% |
| 5Y | -19.4% | +175.0% | -194.4% | -38.8% |
| 10Y | +52.1% | +407.5% | -355.4% | +2.2% |
| All | +548.1% | +2,171.3% | -1,623.3% | +199.8% |
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