+216.0%
GLD vs SIMO
+502.1%
-286.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.0% |
| 7D | -0.5% | +4.2% | -4.7% | -0.6% |
| 30D | +4.4% | +4.1% | +0.3% | +4.2% |
| 3M | -1.1% | -12.9% | +11.8% | -1.1% |
| 6M | -13.8% | +110.3% | -124.1% | -15.7% |
| YTD | +2.6% | +178.6% | -175.9% | -0.4% |
| 1Y | +24.5% | +220.0% | -195.5% | +20.4% |
| 3Y | +125.8% | +409.0% | -283.2% | +115.7% |
| 5Y | +137.8% | +277.3% | -139.5% | +127.4% |
| All | +216.0% | +502.1% | -286.1% | +198.7% |
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