+407.5%
SIMO vs GPC
+85.0%
+322.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -16.0% | +0.4% | -16.4% | -16.1% |
| 30D | -35.8% | -1.8% | -33.9% | -35.7% |
| 3M | -26.5% | -6.6% | -19.9% | -25.6% |
| 6M | -33.0% | +21.3% | -54.3% | -38.0% |
| YTD | +84.3% | +4.3% | +80.1% | +77.2% |
| 1Y | +82.0% | +3.3% | +78.7% | +75.3% |
| 3Y | +218.5% | +0.8% | +217.7% | +200.6% |
| 5Y | +175.0% | +7.4% | +167.6% | +148.3% |
| 10Y | +407.5% | +79.2% | +328.3% | +267.2% |
| All | +407.5% | +85.0% | +322.5% | +267.2% |
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