+486.2%
GPN vs SIMO
+2,177.2%
-1,691.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.8% | +4.9% |
| 7D | -5.6% | +4.1% | -9.8% | -6.2% |
| 30D | +13.6% | -24.0% | +37.6% | +16.6% |
| 3M | -2.8% | -31.8% | +29.0% | +0.1% |
| 6M | +38.1% | -36.9% | +74.9% | +40.5% |
| YTD | +19.9% | +84.8% | -64.9% | +1.5% |
| 1Y | +23.4% | +99.0% | -75.6% | +3.2% |
| 3Y | -12.6% | +217.9% | -230.6% | -33.2% |
| 5Y | -26.6% | +171.5% | -198.1% | -44.2% |
| 10Y | +40.4% | +393.3% | -352.8% | -5.4% |
| All | +486.2% | +2,177.2% | -1,691.0% | +170.9% |
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 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