+3,365.1%
SIMO vs GPC
+544.0%
+2,821.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.5% |
| 7D | +4.2% | +0.4% | +3.8% | +4.0% |
| 30D | +4.1% | +5.1% | -1.1% | +1.4% |
| 3M | -12.9% | +41.5% | -54.4% | -29.4% |
| 6M | +110.3% | +21.8% | +88.5% | +83.1% |
| YTD | +178.6% | +14.6% | +164.0% | +147.6% |
| 1Y | +220.0% | +1.3% | +218.7% | +204.2% |
| 3Y | +409.0% | -1.4% | +410.5% | +363.7% |
| 5Y | +277.3% | +30.6% | +246.7% | +178.0% |
| 10Y | +506.6% | +80.6% | +426.0% | +219.3% |
| All | +3,365.1% | +544.0% | +2,821.0% | +467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling