+73.0%
SIMO vs GPC
+2.6%
+70.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +3.8% |
| 7D | -22.0% | +1.6% | -23.6% | -21.5% |
| 30D | -43.0% | -2.1% | -41.0% | -43.1% |
| 3M | -39.1% | -6.8% | -32.3% | -39.9% |
| 6M | -33.3% | +18.6% | -51.9% | -33.1% |
| YTD | +77.0% | +2.7% | +74.3% | +96.8% |
| 1Y | +73.0% | +1.8% | +71.2% | +94.7% |
| All | +73.0% | +2.6% | +70.4% | +94.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling