+2,193.0%
SIMO vs GME
+829.7%
+1,363.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.7% |
| 7D | -16.0% | +4.8% | -20.8% | -16.3% |
| 30D | -35.8% | -4.3% | -31.5% | -35.6% |
| 3M | -26.5% | +35.3% | -61.8% | -28.0% |
| 6M | -33.0% | +4.7% | -37.7% | -33.4% |
| YTD | +84.3% | +26.6% | +57.7% | +80.7% |
| 1Y | +82.0% | +18.3% | +63.6% | +79.2% |
| 3Y | +218.5% | +102.8% | +115.7% | +178.6% |
| 5Y | +175.0% | -48.9% | +224.0% | +153.5% |
| 10Y | +407.5% | +480.5% | -73.0% | +82.6% |
| All | +2,193.0% | +829.7% | +1,363.3% | +585.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling