+220.0%
SIMO vs GDDY
-29.3%
+249.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.2% | +10.9% | +7.7% |
| 7D | +4.2% | +3.7% | +0.5% | +6.1% |
| 30D | +4.1% | +10.4% | -6.3% | +9.3% |
| 3M | -12.9% | +19.4% | -32.3% | -3.6% |
| 6M | +110.3% | +14.3% | +96.1% | +130.7% |
| YTD | +178.6% | -18.4% | +196.9% | +242.3% |
| 1Y | +220.0% | -30.1% | +250.1% | +339.8% |
| All | +220.0% | -29.3% | +249.3% | +339.8% |
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