+434.6%
SIMO vs GPC
+78.6%
+356.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.4% | +8.9% |
| 7D | +0.9% | -2.1% | +3.0% | +1.5% |
| 30D | -25.4% | -4.5% | -20.9% | -24.8% |
| 3M | -17.8% | -7.7% | -10.1% | -16.5% |
| 6M | -29.6% | +24.3% | -53.9% | -35.3% |
| YTD | +100.3% | +3.5% | +96.8% | +92.9% |
| 1Y | +100.4% | +0.7% | +99.6% | +94.5% |
| 3Y | +246.1% | 0.0% | +246.1% | +227.2% |
| 5Y | +189.8% | +5.8% | +184.0% | +162.8% |
| 10Y | +434.6% | +75.8% | +358.8% | +289.3% |
| All | +434.6% | +78.6% | +356.0% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling