+486.7%
GS vs SIMO
+379.7%
+107.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -1.1% |
| 7D | -3.2% | -22.0% | +18.8% | +0.9% |
| 30D | -2.4% | -43.0% | +40.6% | +7.3% |
| 3M | -15.7% | -39.1% | +23.4% | -9.5% |
| 6M | -6.8% | -33.3% | +26.5% | -3.5% |
| YTD | -0.1% | +77.0% | -77.0% | -19.1% |
| 1Y | +12.1% | +73.0% | -60.9% | -8.9% |
| 3Y | +185.8% | +215.7% | -29.9% | +95.3% |
| 5Y | +140.1% | +155.6% | -15.5% | +63.1% |
| All | +486.7% | +379.7% | +107.0% | +204.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling