+270.1%
SIMO vs GPC
+30.9%
+239.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.1% | +7.6% | +8.5% |
| 7D | +4.2% | +1.2% | +3.0% | +4.1% |
| 30D | +4.1% | +6.0% | -1.9% | +3.2% |
| 3M | -12.9% | +42.6% | -55.5% | -19.7% |
| 6M | +110.3% | +22.8% | +87.6% | +100.5% |
| YTD | +178.6% | +15.5% | +163.1% | +168.9% |
| 1Y | +220.0% | +2.0% | +217.9% | +219.4% |
| 3Y | +409.0% | -1.4% | +410.5% | +398.0% |
| All | +270.1% | +30.9% | +239.2% | +210.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling