+549.0%
SIMO vs GNRC
+433.2%
+115.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.9% | -3.7% |
| 7D | +12.5% | -0.7% | +13.3% | +12.9% |
| 30D | +18.4% | -15.8% | +34.3% | +25.2% |
| 3M | +5.6% | -24.0% | +29.6% | +15.8% |
| 6M | +116.9% | -13.8% | +130.7% | +132.7% |
| YTD | +188.4% | +33.2% | +155.2% | +176.7% |
| 1Y | +221.3% | -1.8% | +223.1% | +230.8% |
| 3Y | +438.6% | +57.7% | +380.8% | +383.2% |
| 5Y | +287.9% | -59.7% | +347.6% | +364.5% |
| All | +549.0% | +433.2% | +115.8% | +249.0% |
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