-42.6%
GFS vs SIMO
+144.7%
-187.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -14.4% | +4.5% | -4.4% |
| 7D | -20.7% | -31.4% | +10.7% | -8.7% |
| 30D | -25.2% | -45.2% | +19.9% | -7.5% |
| 3M | -26.3% | -36.5% | +10.2% | -15.1% |
| 6M | -50.7% | -34.2% | -16.5% | -44.1% |
| YTD | +4.5% | +69.9% | -65.4% | -21.0% |
| 1Y | +2.5% | +60.4% | -58.0% | -20.9% |
| 3Y | -30.9% | +203.1% | -234.1% | -59.3% |
| 5Y | -42.6% | +145.4% | -188.1% | -64.5% |
| All | -42.6% | +144.7% | -187.3% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling