+100.5%
SIMO vs GDDY
-11.8%
+112.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.3% | -13.9% | -6.9% |
| 7D | -16.9% | +11.1% | -27.9% | -10.5% |
| 30D | -35.4% | +18.6% | -54.0% | -26.9% |
| 3M | -31.9% | +32.8% | -64.7% | -16.5% |
| 6M | -19.3% | +34.0% | -53.3% | +3.3% |
| YTD | +98.5% | -4.6% | +103.1% | +164.4% |
| 1Y | +100.5% | -12.5% | +113.0% | +170.4% |
| All | +100.5% | -11.8% | +112.3% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling