+596.0%
SIMO vs GFI
+1,066.8%
-470.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.5% | +7.3% |
| 7D | +11.0% | -4.9% | +15.9% | +11.3% |
| 30D | +17.9% | +10.7% | +7.2% | +17.3% |
| 3M | +3.9% | +25.6% | -21.7% | +2.7% |
| 6M | +131.0% | -8.3% | +139.3% | +130.8% |
| YTD | +209.3% | +6.3% | +203.0% | +207.1% |
| 1Y | +223.8% | +22.1% | +201.7% | +219.6% |
| 3Y | +479.2% | +289.2% | +190.0% | +451.3% |
| 5Y | +316.0% | +531.7% | -215.6% | +286.8% |
| All | +596.0% | +1,066.8% | -470.8% | +564.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling