+419.3%
SIMO vs GTLB
+1.9%
+417.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.1% | +7.6% | +8.6% |
| 7D | +4.2% | +11.1% | -6.8% | +3.3% |
| 30D | +4.1% | +37.8% | -33.7% | +0.9% |
| 3M | -12.9% | +61.6% | -74.5% | -17.4% |
| 6M | +110.3% | +98.9% | +11.4% | +90.8% |
| YTD | +178.6% | +32.8% | +145.8% | +170.3% |
| 1Y | +220.0% | +14.7% | +205.3% | +218.0% |
| All | +419.3% | +1.9% | +417.4% | +427.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling