+1,324.6%
GS vs SIMO
+3,332.4%
-2,007.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.7% |
| 7D | +0.9% | +4.2% | -3.3% | 0.0% |
| 30D | -1.6% | +4.1% | -5.7% | -3.2% |
| 3M | -4.5% | -12.9% | +8.4% | -3.8% |
| 6M | +20.9% | +110.3% | -89.5% | -2.2% |
| YTD | +19.9% | +178.6% | -158.7% | -9.7% |
| 1Y | +41.4% | +220.0% | -178.6% | +2.7% |
| 3Y | +239.2% | +409.0% | -169.9% | +117.9% |
| 5Y | +185.0% | +277.3% | -92.3% | +86.5% |
| 10Y | +655.0% | +506.6% | +148.3% | +316.8% |
| All | +1,324.6% | +3,332.4% | -2,007.8% | +262.3% |
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