+579.5%
SIMO vs GME
+255.4%
+324.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +1.9% |
| 7D | +14.5% | +4.8% | +9.7% | +14.3% |
| 30D | +20.4% | +5.9% | +14.6% | +20.2% |
| 3M | +7.1% | -10.7% | +17.9% | +7.5% |
| 6M | +129.2% | -19.8% | +149.0% | +130.6% |
| YTD | +201.9% | -0.9% | +202.9% | +201.5% |
| 1Y | +235.5% | -15.7% | +251.2% | +236.8% |
| 3Y | +463.8% | +12.3% | +451.5% | +444.0% |
| 5Y | +306.7% | -60.1% | +366.8% | +295.8% |
| 10Y | +579.5% | +265.3% | +314.1% | +369.5% |
| All | +579.5% | +255.4% | +324.1% | +369.5% |
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