+206.1%
GLD vs SIMO
+394.4%
-188.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.3% |
| 7D | -4.6% | +4.1% | -8.7% | -4.7% |
| 30D | -5.5% | -24.0% | +18.5% | -4.9% |
| 3M | -10.9% | -31.8% | +20.9% | -10.2% |
| 6M | -17.4% | -36.9% | +19.5% | -16.9% |
| YTD | -10.3% | +84.8% | -95.1% | -12.3% |
| 1Y | -7.2% | +99.0% | -106.2% | -9.4% |
| 3Y | +96.9% | +217.9% | -121.0% | +89.6% |
| 5Y | +103.8% | +171.5% | -67.7% | +95.8% |
| All | +206.1% | +394.4% | -188.3% | +189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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