+409.6%
SIMO vs GME
+520.4%
-110.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.6% |
| 7D | -8.2% | +5.8% | -14.0% | -8.3% |
| 30D | -34.6% | -3.7% | -31.0% | -34.5% |
| 3M | -32.6% | +33.6% | -66.2% | -33.3% |
| 6M | -31.8% | +5.4% | -37.2% | -32.0% |
| YTD | +87.6% | +27.4% | +60.2% | +85.8% |
| 1Y | +86.7% | +19.0% | +67.6% | +85.3% |
| 3Y | +227.4% | +101.5% | +125.9% | +210.4% |
| 5Y | +173.0% | -50.5% | +223.5% | +163.8% |
| 10Y | +409.6% | +493.3% | -83.7% | +230.4% |
| All | +409.6% | +520.4% | -110.8% | +230.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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