+12,577.0%
SIMO vs GNRC
+2,087.1%
+10,489.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.4% | +6.3% | +8.0% |
| 7D | +4.2% | +1.9% | +2.3% | +3.7% |
| 30D | +4.1% | -13.8% | +17.9% | +9.0% |
| 3M | -12.9% | -32.6% | +19.8% | -1.4% |
| 6M | +110.3% | -15.2% | +125.5% | +125.3% |
| YTD | +178.6% | +37.4% | +141.2% | +161.9% |
| 1Y | +220.0% | +5.1% | +214.8% | +221.0% |
| 3Y | +409.0% | +57.5% | +351.5% | +348.2% |
| 5Y | +277.3% | -58.7% | +336.0% | +337.0% |
| 10Y | +506.6% | +395.5% | +111.1% | +218.6% |
| All | +12,577.0% | +2,087.1% | +10,489.9% | +3,465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling