+596.0%
SIMO vs GNRC
+448.8%
+147.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +6.3% |
| 7D | +11.0% | -0.2% | +11.2% | +11.2% |
| 30D | +17.9% | -15.7% | +33.6% | +24.6% |
| 3M | +3.9% | -27.3% | +31.2% | +15.3% |
| 6M | +131.0% | -12.1% | +143.1% | +146.2% |
| YTD | +209.3% | +37.1% | +172.2% | +194.2% |
| 1Y | +223.8% | -0.5% | +224.2% | +231.7% |
| 3Y | +479.2% | +61.5% | +417.7% | +415.8% |
| 5Y | +316.0% | -58.6% | +374.6% | +393.9% |
| All | +596.0% | +448.8% | +147.2% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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