+287.9%
SIMO vs GFI
+515.1%
-227.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -4.4% |
| 7D | +12.5% | -5.1% | +17.7% | +12.8% |
| 30D | +18.4% | +13.4% | +5.0% | +17.7% |
| 3M | +5.6% | +36.2% | -30.6% | +3.8% |
| 6M | +116.9% | -9.8% | +126.7% | +116.6% |
| YTD | +188.4% | +7.7% | +180.7% | +186.0% |
| 1Y | +221.3% | +27.2% | +194.1% | +217.1% |
| 3Y | +438.6% | +300.3% | +138.3% | +428.4% |
| 5Y | +287.9% | +539.8% | -251.9% | +285.7% |
| All | +287.9% | +515.1% | -227.2% | +285.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling