+220.0%
SIMO vs GGLL
+80.0%
+140.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.3% | +11.0% | +9.1% |
| 7D | +4.2% | -4.8% | +9.0% | +5.0% |
| 30D | +4.1% | -13.7% | +17.8% | +6.5% |
| 3M | -12.9% | -21.9% | +9.0% | -9.0% |
| 6M | +110.3% | +11.7% | +98.7% | +87.5% |
| YTD | +178.6% | +2.3% | +176.3% | +152.6% |
| 1Y | +220.0% | +76.2% | +143.8% | +130.3% |
| All | +220.0% | +80.0% | +140.0% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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