+217.9%
SIMO vs GFI
+214.8%
+3.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +4.1% | -8.7% | +12.8% | +5.0% |
| 30D | -24.0% | +0.6% | -24.6% | -24.0% |
| 3M | -31.8% | -7.5% | -24.3% | -31.2% |
| 6M | -36.9% | -18.3% | -18.6% | -36.1% |
| YTD | +84.8% | -13.8% | +98.6% | +85.2% |
| 1Y | +99.0% | -8.8% | +107.8% | +98.3% |
| 3Y | +217.9% | +215.8% | +2.1% | +198.2% |
| All | +217.9% | +214.8% | +3.1% | +198.2% |
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