+306.7%
SIMO vs GNRC
-58.2%
+364.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.0% | +2.7% |
| 7D | +14.5% | +3.2% | +11.3% | +13.4% |
| 30D | +20.4% | -9.5% | +29.9% | +24.4% |
| 3M | +7.1% | -28.5% | +35.7% | +19.4% |
| 6M | +129.2% | -10.0% | +139.2% | +143.6% |
| YTD | +201.9% | +36.7% | +165.2% | +193.4% |
| 1Y | +235.5% | +2.6% | +232.9% | +244.9% |
| 3Y | +463.8% | +61.9% | +401.9% | +422.1% |
| 5Y | +306.7% | -59.0% | +365.7% | +363.4% |
| All | +306.7% | -58.2% | +364.9% | +363.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling