+185.7%
GS vs SIMO
+269.6%
-83.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.2% |
| 7D | +0.9% | +4.2% | -3.3% | +0.3% |
| 30D | -1.6% | +4.1% | -5.7% | -2.7% |
| 3M | -4.5% | -12.9% | +8.4% | -4.0% |
| 6M | +20.9% | +110.3% | -89.5% | +4.4% |
| YTD | +19.9% | +178.6% | -158.7% | -2.7% |
| 1Y | +41.4% | +220.0% | -178.6% | +11.1% |
| 3Y | +239.2% | +409.0% | -169.9% | +139.6% |
| All | +185.7% | +269.6% | -83.8% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling