+99.0%
SIMO vs GTLB
+3.8%
+95.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -5.4% |
| 7D | +4.1% | -0.7% | +4.9% | +4.0% |
| 30D | -24.0% | -10.2% | -13.8% | -25.7% |
| 3M | -31.8% | +10.1% | -41.9% | -28.9% |
| 6M | -36.9% | +116.5% | -153.3% | -27.5% |
| YTD | +84.8% | +27.2% | +57.6% | +108.9% |
| 1Y | +99.0% | +8.6% | +90.4% | +124.5% |
| All | +99.0% | +3.8% | +95.2% | +124.5% |
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