+235.5%
SIMO vs GME
-13.9%
+249.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +1.1% |
| 7D | +14.5% | +4.8% | +9.7% | +13.5% |
| 30D | +20.4% | +5.9% | +14.6% | +19.1% |
| 3M | +7.1% | -10.7% | +17.9% | +9.0% |
| 6M | +129.2% | -19.8% | +149.0% | +138.3% |
| YTD | +201.9% | -0.9% | +202.9% | +178.2% |
| 1Y | +235.5% | -15.7% | +251.2% | +237.5% |
| All | +235.5% | -13.9% | +249.4% | +237.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling