+417.8%
SIMO vs GME
+470.0%
-52.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.5% | -2.3% |
| 7D | +14.9% | +6.0% | +8.9% | +14.7% |
| 30D | -27.0% | -5.9% | -21.1% | -26.8% |
| 3M | -25.4% | +38.2% | -63.6% | -26.2% |
| 6M | -30.3% | +14.5% | -44.8% | -30.6% |
| YTD | +95.8% | +27.6% | +68.2% | +93.9% |
| 1Y | +100.0% | +19.9% | +80.1% | +98.5% |
| 3Y | +238.3% | +104.3% | +134.0% | +220.5% |
| 5Y | +187.6% | -49.3% | +236.9% | +177.8% |
| All | +417.8% | +470.0% | -52.2% | +238.7% |
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