+417.8%
SIMO vs GRMN
+636.8%
-219.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.4% | -1.3% |
| 7D | +14.9% | -0.1% | +14.9% | +15.0% |
| 30D | -27.0% | +3.5% | -30.5% | -28.4% |
| 3M | -25.4% | -7.3% | -18.1% | -23.5% |
| 6M | -30.3% | +21.8% | -52.0% | -36.9% |
| YTD | +95.8% | +42.8% | +53.0% | +65.0% |
| 1Y | +100.0% | +46.5% | +53.6% | +66.8% |
| 3Y | +238.3% | +158.3% | +80.0% | +111.9% |
| 5Y | +187.6% | +122.6% | +64.9% | +91.5% |
| All | +417.8% | +636.8% | -219.1% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling