+488.8%
GS vs SIMO
+360.6%
+128.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.4% | +8.0% | -3.7% |
| 7D | -6.3% | -31.4% | +25.0% | 0.0% |
| 30D | -3.1% | -45.2% | +42.0% | +7.2% |
| 3M | -17.7% | -36.5% | +18.9% | -12.4% |
| 6M | -4.6% | -34.2% | +29.6% | -0.9% |
| YTD | +0.3% | +69.9% | -69.6% | -18.2% |
| 1Y | +11.7% | +60.4% | -48.7% | -7.8% |
| 3Y | +183.6% | +203.1% | -19.6% | +95.3% |
| 5Y | +141.0% | +145.4% | -4.5% | +65.0% |
| All | +488.8% | +360.6% | +128.3% | +207.7% |
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