+465.4%
SIMO vs GNRC
+61.2%
+404.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.0% | +3.1% |
| 7D | +14.5% | +3.2% | +11.3% | +12.8% |
| 30D | +20.4% | -9.5% | +29.9% | +26.9% |
| 3M | +7.1% | -28.5% | +35.7% | +27.4% |
| 6M | +129.2% | -10.0% | +139.2% | +152.3% |
| YTD | +201.9% | +36.7% | +165.2% | +191.4% |
| 1Y | +235.5% | +2.6% | +232.9% | +252.7% |
| All | +465.4% | +61.2% | +404.3% | +421.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling