-2.4%
GFS vs SIMO
+300.4%
-302.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | -1.8% |
| 7D | +1.0% | +4.2% | -3.2% | -0.8% |
| 30D | -8.6% | +4.1% | -12.7% | -10.8% |
| 3M | -46.5% | -12.9% | -33.7% | -44.6% |
| 6M | -4.8% | +110.3% | -115.2% | -31.5% |
| YTD | +29.7% | +178.6% | -148.9% | -17.0% |
| 1Y | +35.8% | +220.0% | -184.2% | -18.1% |
| 3Y | -18.3% | +409.0% | -427.4% | -59.7% |
| All | -2.4% | +300.4% | -302.9% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling