+223.8%
SIMO vs GDDY
-32.7%
+256.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.5% | +8.1% |
| 7D | +11.0% | -3.2% | +14.2% | +9.7% |
| 30D | +17.9% | +6.8% | +11.1% | +22.5% |
| 3M | +3.9% | +30.5% | -26.6% | +16.8% |
| 6M | +131.0% | +13.3% | +117.7% | +152.4% |
| YTD | +209.3% | -21.0% | +230.3% | +268.3% |
| 1Y | +223.8% | -34.0% | +257.8% | +327.1% |
| All | +223.8% | -32.7% | +256.5% | +327.1% |
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