+220.0%
SIMO vs GFI
+45.3%
+174.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +8.9% |
| 7D | +4.2% | +3.1% | +1.1% | +3.7% |
| 30D | +4.1% | +27.1% | -23.0% | +0.4% |
| 3M | -12.9% | +21.2% | -34.0% | -16.0% |
| 6M | +110.3% | -4.5% | +114.8% | +109.4% |
| YTD | +178.6% | +11.7% | +166.8% | +163.0% |
| 1Y | +220.0% | +46.0% | +173.9% | +172.7% |
| All | +220.0% | +45.3% | +174.7% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling