+153.4%
SIMO vs GGLL
+194.0%
-40.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -16.0% | +5.1% | -21.1% | -16.8% |
| 30D | -35.8% | -35.5% | -0.3% | -30.6% |
| 3M | -26.5% | -39.2% | +12.7% | -20.1% |
| 6M | -33.0% | -54.4% | +21.4% | -23.6% |
| YTD | +84.3% | -29.8% | +114.2% | +86.8% |
| 1Y | +82.0% | -20.4% | +102.4% | +78.4% |
| 3Y | +218.5% | +149.7% | +68.8% | +130.8% |
| All | +153.4% | +194.0% | -40.6% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling