+25.2%
GFS vs SIMO
+92.3%
-67.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.7% | +0.3% |
| 7D | +17.2% | +14.9% | +2.4% | +11.3% |
| 30D | -8.7% | -27.0% | +18.3% | +1.2% |
| 3M | -19.7% | -25.4% | +5.7% | -13.1% |
| 6M | -40.7% | -30.3% | -10.4% | -33.8% |
| YTD | +22.5% | +95.8% | -73.3% | -8.2% |
| 1Y | +25.2% | +100.0% | -74.8% | -7.3% |
| All | +25.2% | +92.3% | -67.1% | -7.3% |
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