+283.0%
SIMO vs GGLL
+328.7%
-45.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.3% | +11.0% | +9.2% |
| 7D | +4.2% | -4.8% | +9.0% | +5.2% |
| 30D | +4.1% | -13.7% | +17.8% | +6.9% |
| 3M | -12.9% | -21.9% | +9.0% | -9.5% |
| 6M | +110.3% | +11.7% | +98.7% | +97.0% |
| YTD | +178.6% | +2.3% | +176.3% | +165.5% |
| 1Y | +220.0% | +76.2% | +143.8% | +167.6% |
| 3Y | +409.0% | +245.0% | +164.0% | +249.3% |
| All | +283.0% | +328.7% | -45.7% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling