+1,172.9%
GS vs SIMO
+2,345.4%
-1,172.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.6% | +13.1% | +5.5% |
| 7D | +0.3% | -16.9% | +17.2% | +3.7% |
| 30D | +3.9% | -35.4% | +39.2% | +12.3% |
| 3M | -11.4% | -31.9% | +20.4% | -6.6% |
| 6M | +3.7% | -19.3% | +23.0% | +3.8% |
| YTD | +7.1% | +98.5% | -91.4% | -15.0% |
| 1Y | +19.7% | +100.5% | -80.9% | -5.4% |
| 3Y | +202.8% | +254.1% | -51.3% | +106.4% |
| 5Y | +156.7% | +187.4% | -30.7% | +74.7% |
| 10Y | +548.7% | +447.7% | +101.0% | +260.7% |
| All | +1,172.9% | +2,345.4% | -1,172.5% | +241.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling