-16.4%
GFS vs SIMO
+154.4%
-170.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.1% | +4.6% |
| 7D | -7.8% | -22.0% | +14.2% | +1.0% |
| 30D | -19.7% | -43.0% | +23.4% | -1.9% |
| 3M | -23.1% | -39.1% | +16.0% | -9.8% |
| 6M | -46.4% | -33.3% | -13.1% | -39.5% |
| YTD | +11.0% | +77.0% | -65.9% | -17.4% |
| 1Y | +12.6% | +73.0% | -60.4% | -15.5% |
| 3Y | -24.9% | +215.7% | -240.7% | -56.6% |
| 5Y | -39.1% | +155.6% | -194.7% | -62.3% |
| All | -16.4% | +154.4% | -170.8% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling