+208.4%
GLD vs SIMO
+395.4%
-187.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -2.6% |
| 7D | +2.8% | -16.0% | +18.8% | +3.2% |
| 30D | -4.0% | -35.8% | +31.8% | -3.0% |
| 3M | -8.2% | -26.5% | +18.2% | -7.7% |
| 6M | -14.8% | -33.0% | +18.2% | -14.4% |
| YTD | -6.8% | +84.3% | -91.1% | -8.8% |
| 1Y | -2.4% | +82.0% | -84.4% | -4.5% |
| 3Y | +105.8% | +218.5% | -112.7% | +98.3% |
| 5Y | +113.3% | +175.0% | -61.7% | +105.1% |
| 10Y | +208.4% | +407.5% | -199.1% | +192.4% |
| All | +208.4% | +395.4% | -187.0% | +192.4% |
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