+143.3%
SIMO vs GGLL
+188.6%
-45.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.9% |
| 7D | -22.0% | +3.1% | -25.1% | -22.5% |
| 30D | -43.0% | -36.3% | -6.7% | -38.3% |
| 3M | -39.1% | -40.4% | +1.2% | -33.6% |
| 6M | -33.3% | -54.6% | +21.3% | -23.9% |
| YTD | +77.0% | -31.1% | +108.1% | +80.0% |
| 1Y | +73.0% | -19.2% | +92.2% | +68.7% |
| 3Y | +215.7% | +151.5% | +64.2% | +128.4% |
| All | +143.3% | +188.6% | -45.3% | +72.3% |
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 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