+318.6%
SIMO vs GTLB
-47.1%
+365.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.1% | +7.6% | +8.6% |
| 7D | +4.2% | +11.1% | -6.8% | +3.1% |
| 30D | +4.1% | +37.8% | -33.7% | +0.3% |
| 3M | -12.9% | +61.6% | -74.5% | -17.9% |
| 6M | +110.3% | +98.9% | +11.4% | +91.1% |
| YTD | +178.6% | +32.8% | +145.8% | +165.6% |
| 1Y | +220.0% | +14.7% | +205.3% | +210.1% |
| 3Y | +409.0% | +1.3% | +407.7% | +389.3% |
| All | +318.6% | -47.1% | +365.7% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling