+1,245.4%
SIMO vs GDDY
+368.0%
+877.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.9% |
| 7D | +14.5% | -8.1% | +22.6% | +16.1% |
| 30D | +20.4% | +2.3% | +18.1% | +19.0% |
| 3M | +7.1% | +14.7% | -7.6% | +0.4% |
| 6M | +129.2% | +2.1% | +127.2% | +119.0% |
| YTD | +201.9% | -24.6% | +226.5% | +210.8% |
| 1Y | +235.5% | -37.1% | +272.6% | +264.0% |
| 3Y | +463.8% | +25.5% | +438.3% | +388.6% |
| 5Y | +306.7% | +24.2% | +282.5% | +244.7% |
| 10Y | +579.5% | +191.6% | +387.9% | +356.0% |
| All | +1,245.4% | +368.0% | +877.4% | +775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling