+218.5%
SIMO vs GPC
+1.3%
+217.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -16.0% | +0.4% | -16.4% | -16.0% |
| 30D | -35.8% | -1.8% | -33.9% | -35.7% |
| 3M | -26.5% | -6.6% | -19.9% | -26.2% |
| 6M | -33.0% | +21.3% | -54.3% | -35.6% |
| YTD | +84.3% | +4.3% | +80.1% | +82.5% |
| 1Y | +82.0% | +3.3% | +78.7% | +80.5% |
| 3Y | +218.5% | +0.8% | +217.7% | +206.8% |
| All | +218.5% | +1.3% | +217.2% | +206.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling