+465.4%
SIMO vs GFI
+304.2%
+161.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +14.5% | +4.7% | +9.8% | +14.0% |
| 30D | +20.4% | +14.4% | +6.0% | +18.9% |
| 3M | +7.1% | +32.5% | -25.4% | +3.8% |
| 6M | +129.2% | -7.2% | +136.4% | +128.5% |
| YTD | +201.9% | +10.9% | +191.1% | +195.6% |
| 1Y | +235.5% | +35.5% | +200.0% | +223.4% |
| All | +465.4% | +304.2% | +161.2% | +408.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling