+100.5%
SIMO vs GTLB
+6.1%
+94.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -16.9% | -9.7% | -7.2% | -18.9% |
| 30D | -35.4% | +1.7% | -37.1% | -34.9% |
| 3M | -31.9% | +43.6% | -75.4% | -24.9% |
| 6M | -19.3% | +113.0% | -132.3% | -6.5% |
| YTD | +98.5% | +39.5% | +58.9% | +128.8% |
| 1Y | +100.5% | +12.6% | +87.9% | +130.5% |
| All | +100.5% | +6.1% | +94.4% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling