+2,101.2%
SIMO vs GRMN
+2,439.3%
-338.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.3% |
| 7D | -22.0% | +4.7% | -26.7% | -23.7% |
| 30D | -43.0% | +3.4% | -46.5% | -44.2% |
| 3M | -39.1% | -5.0% | -34.1% | -38.3% |
| 6M | -33.3% | +18.6% | -51.9% | -39.3% |
| YTD | +77.0% | +42.5% | +34.5% | +48.5% |
| 1Y | +73.0% | +42.3% | +30.7% | +45.3% |
| 3Y | +215.7% | +158.5% | +57.3% | +98.4% |
| 5Y | +155.6% | +123.6% | +32.1% | +67.9% |
| 10Y | +388.4% | +682.5% | -294.1% | +84.1% |
| All | +2,101.2% | +2,439.3% | -338.0% | +315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling