+225.0%
SIMO vs GTLB
+2.8%
+222.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.4% | +11.5% | +5.3% |
| 7D | +14.6% | +4.6% | +10.0% | +15.5% |
| 30D | +6.2% | +21.0% | -14.8% | +10.1% |
| 3M | +3.6% | +51.7% | -48.1% | +11.7% |
| 6M | +130.8% | +89.3% | +41.5% | +146.8% |
| YTD | +195.8% | +25.6% | +170.1% | +226.0% |
| 1Y | +225.0% | -1.5% | +226.5% | +284.8% |
| All | +225.0% | +2.8% | +222.2% | +284.8% |
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