+408.0%
SIMO vs GPC
+93.7%
+314.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.3% | +3.4% | +5.1% |
| 7D | -8.5% | +0.8% | -9.3% | -8.6% |
| 30D | -34.8% | -1.1% | -33.7% | -34.9% |
| 3M | -32.8% | -6.6% | -26.2% | -32.0% |
| 6M | -32.0% | +22.2% | -54.3% | -37.2% |
| YTD | +87.0% | +5.1% | +82.0% | +79.5% |
| 1Y | +86.1% | +2.8% | +83.3% | +79.7% |
| 3Y | +226.4% | +2.4% | +224.0% | +206.7% |
| 5Y | +172.1% | +7.8% | +164.4% | +145.7% |
| 10Y | +408.0% | +87.2% | +320.8% | +272.4% |
| All | +408.0% | +93.7% | +314.3% | +272.4% |
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