-29.3%
GFS vs SIMO
+202.0%
-231.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -14.4% | +4.5% | -3.8% |
| 7D | -20.7% | -31.4% | +10.7% | -7.6% |
| 30D | -25.2% | -45.2% | +19.9% | -5.6% |
| 3M | -26.3% | -36.5% | +10.2% | -14.2% |
| 6M | -50.7% | -34.2% | -16.5% | -43.7% |
| YTD | +4.5% | +69.9% | -65.4% | -27.2% |
| 1Y | +2.5% | +60.4% | -58.0% | -26.6% |
| All | -29.3% | +202.0% | -231.4% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling