+388.8%
SIMO vs GPC
+74.9%
+313.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +4.1% | +0.4% | +3.7% | +4.0% |
| 30D | -24.0% | -6.3% | -17.7% | -22.9% |
| 3M | -31.8% | -8.2% | -23.6% | -30.6% |
| 6M | -36.9% | +27.1% | -64.0% | -42.4% |
| YTD | +84.8% | +3.1% | +81.7% | +78.1% |
| 1Y | +99.0% | +0.1% | +98.9% | +93.5% |
| 3Y | +217.9% | +0.2% | +217.7% | +200.3% |
| 5Y | +171.5% | +4.9% | +166.6% | +146.9% |
| All | +388.8% | +74.9% | +313.9% | +257.4% |
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