+170.0%
SIMO vs GNRC
-57.0%
+227.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.2% |
| 7D | +4.1% | +7.9% | -3.8% | +1.5% |
| 30D | -24.0% | -3.7% | -20.3% | -22.2% |
| 3M | -31.8% | -11.9% | -19.8% | -28.1% |
| 6M | -36.9% | -28.6% | -8.3% | -28.7% |
| YTD | +84.8% | +39.9% | +44.9% | +80.5% |
| 1Y | +99.0% | +23.4% | +75.6% | +99.1% |
| 3Y | +217.9% | +84.2% | +133.7% | +192.2% |
| All | +170.0% | -57.0% | +227.0% | +186.3% |
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