+23.6%
GFS vs SIMO
+97.3%
-73.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.7% | -3.2% | +2.2% |
| 7D | +6.2% | +0.9% | +5.3% | +5.8% |
| 30D | -11.4% | -25.4% | +14.0% | -2.5% |
| 3M | -15.5% | -17.8% | +2.3% | -11.8% |
| 6M | -42.6% | -29.6% | -13.1% | -36.3% |
| YTD | +23.2% | +100.3% | -77.1% | -8.9% |
| 1Y | +23.6% | +100.4% | -76.8% | -8.4% |
| All | +23.6% | +97.3% | -73.8% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling