+156.7%
SIMO vs GTLB
-61.8%
+218.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.3% |
| 7D | -22.0% | -11.1% | -10.9% | -21.0% |
| 30D | -43.0% | -7.5% | -35.5% | -42.6% |
| 3M | -39.1% | +34.8% | -73.9% | -41.3% |
| 6M | -33.3% | +98.0% | -131.3% | -39.4% |
| YTD | +77.0% | +28.1% | +48.8% | +68.9% |
| 1Y | +73.0% | +5.6% | +67.5% | +69.4% |
| 3Y | +215.7% | +15.9% | +199.8% | +198.0% |
| All | +156.7% | -61.8% | +218.6% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling