+409.6%
SIMO vs GAP
+20.3%
+389.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +5.1% |
| 7D | -8.2% | 0.0% | -8.2% | -8.3% |
| 30D | -34.6% | -4.3% | -30.3% | -34.2% |
| 3M | -32.6% | +9.4% | -42.0% | -34.1% |
| 6M | -31.8% | -3.3% | -28.5% | -32.3% |
| YTD | +87.6% | -10.5% | +98.2% | +87.9% |
| 1Y | +86.7% | -2.4% | +89.0% | +83.5% |
| 3Y | +227.4% | +80.1% | +147.3% | +178.1% |
| 5Y | +173.0% | +6.5% | +166.5% | +140.3% |
| 10Y | +409.6% | +14.6% | +395.0% | +309.8% |
| All | +409.6% | +20.3% | +389.3% | +309.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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