+437.1%
GS vs SIMO
+423.7%
+13.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.0% |
| 7D | +5.1% | +14.9% | -9.7% | +2.4% |
| 30D | +2.4% | -27.0% | +29.4% | +7.6% |
| 3M | -11.5% | -25.4% | +13.9% | -8.4% |
| 6M | -2.5% | -30.3% | +27.7% | +0.2% |
| YTD | +5.5% | +95.8% | -90.3% | -16.3% |
| 1Y | +11.0% | +100.0% | -89.0% | -12.4% |
| 3Y | +200.1% | +238.3% | -38.2% | +102.7% |
| 5Y | +154.7% | +187.6% | -32.9% | +69.1% |
| All | +437.1% | +423.7% | +13.4% | +172.2% |
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