+156.7%
SIMO vs GPC
+3.6%
+153.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.3% |
| 7D | -22.0% | +1.6% | -23.6% | -22.2% |
| 30D | -43.0% | -2.1% | -41.0% | -43.0% |
| 3M | -39.1% | -6.8% | -32.3% | -38.7% |
| 6M | -33.3% | +18.6% | -51.9% | -36.7% |
| YTD | +77.0% | +2.7% | +74.3% | +73.2% |
| 1Y | +73.0% | +1.8% | +71.2% | +69.6% |
| 3Y | +215.7% | +1.1% | +214.7% | +199.7% |
| All | +156.7% | +3.6% | +153.2% | +127.7% |
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 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