+2,198.9%
SIMO vs GFI
+456.6%
+1,742.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +4.1% | -8.7% | +12.8% | +4.9% |
| 30D | -24.0% | +0.6% | -24.6% | -24.1% |
| 3M | -31.8% | -7.5% | -24.3% | -31.4% |
| 6M | -36.9% | -18.3% | -18.6% | -36.1% |
| YTD | +84.8% | -13.8% | +98.6% | +85.0% |
| 1Y | +99.0% | -8.8% | +107.8% | +98.1% |
| 3Y | +217.9% | +215.8% | +2.1% | +178.3% |
| 5Y | +171.5% | +301.2% | -129.7% | +125.8% |
| 10Y | +393.3% | +1,284.4% | -891.2% | +231.5% |
| All | +2,198.9% | +456.6% | +1,742.3% | +1,537.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling