+41.4%
GS vs SIMO
+226.2%
-184.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.6% |
| 7D | +0.9% | +4.2% | -3.3% | +0.6% |
| 30D | -1.6% | +4.1% | -5.7% | -2.2% |
| 3M | -4.5% | -12.9% | +8.4% | -4.4% |
| 6M | +20.9% | +110.3% | -89.5% | +14.5% |
| YTD | +19.9% | +178.6% | -158.7% | +8.3% |
| 1Y | +41.4% | +220.0% | -178.6% | +27.3% |
| All | +41.4% | +226.2% | -184.8% | +27.3% |
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