-12.9%
SIMO vs GNRC
-31.8%
+19.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +6.6% |
| 7D | +4.2% | +1.9% | +2.3% | +2.6% |
| 30D | +4.1% | -13.8% | +17.9% | +18.6% |
| 3M | -12.9% | -32.6% | +19.8% | +24.7% |
| All | -12.9% | -31.8% | +19.0% | +24.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling