+384.8%
SIMO vs GPC
+85.6%
+299.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.5% |
| 7D | -22.0% | +1.6% | -23.6% | -22.4% |
| 30D | -43.0% | -2.1% | -41.0% | -43.0% |
| 3M | -39.1% | -6.8% | -32.3% | -38.4% |
| 6M | -33.3% | +18.6% | -51.9% | -37.9% |
| YTD | +77.0% | +2.7% | +74.3% | +70.7% |
| 1Y | +73.0% | +1.8% | +71.2% | +67.2% |
| 3Y | +215.7% | +1.1% | +214.7% | +197.2% |
| 5Y | +155.6% | +4.1% | +151.6% | +133.1% |
| All | +384.8% | +85.6% | +299.2% | +253.9% |
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