+479.2%
SIMO vs GDDY
+30.8%
+448.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.5% | +7.5% |
| 7D | +11.0% | -3.2% | +14.2% | +10.6% |
| 30D | +17.9% | +6.8% | +11.1% | +19.1% |
| 3M | +3.9% | +30.5% | -26.6% | +4.3% |
| 6M | +131.0% | +13.3% | +117.7% | +132.6% |
| YTD | +209.3% | -21.0% | +230.3% | +238.5% |
| 1Y | +223.8% | -34.0% | +257.8% | +272.4% |
| 3Y | +479.2% | +33.1% | +446.2% | +475.6% |
| All | +479.2% | +30.8% | +448.5% | +475.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling