+2,101.2%
SIMO vs GAP
+92.9%
+2,008.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.3% | +5.2% |
| 7D | -22.0% | -3.8% | -18.2% | -21.4% |
| 30D | -43.0% | -9.0% | -34.0% | -41.8% |
| 3M | -39.1% | +5.5% | -44.6% | -40.5% |
| 6M | -33.3% | -11.1% | -22.2% | -32.7% |
| YTD | +77.0% | -13.6% | +90.5% | +78.3% |
| 1Y | +73.0% | -2.9% | +75.9% | +68.7% |
| 3Y | +215.7% | +69.6% | +146.1% | +150.1% |
| 5Y | +155.6% | +5.4% | +150.3% | +113.7% |
| 10Y | +388.4% | +17.8% | +370.5% | +225.9% |
| All | +2,101.2% | +92.9% | +2,008.3% | +797.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling