+270.1%
SIMO vs GME
-62.8%
+332.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.7% |
| 7D | +4.2% | +7.2% | -3.0% | +3.8% |
| 30D | +4.1% | +0.8% | +3.3% | +4.0% |
| 3M | -12.9% | -14.0% | +1.1% | -12.2% |
| 6M | +110.3% | -19.7% | +130.1% | +112.6% |
| YTD | +178.6% | -4.6% | +183.2% | +178.5% |
| 1Y | +220.0% | -14.3% | +234.3% | +222.1% |
| 3Y | +409.0% | +4.0% | +405.0% | +375.4% |
| All | +270.1% | -62.8% | +332.9% | +261.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling