+3.7%
GS vs SIMO
-23.4%
+27.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.6% | +13.1% | +4.8% |
| 7D | +0.3% | -16.9% | +17.2% | +2.7% |
| 30D | +3.9% | -35.4% | +39.2% | +9.8% |
| 3M | -11.4% | -31.9% | +20.4% | -7.7% |
| 6M | +3.7% | -19.3% | +23.0% | +6.8% |
| All | +3.7% | -23.4% | +27.1% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling