-2.4%
GLD vs SIMO
+77.7%
-80.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -2.6% |
| 7D | +2.8% | -16.0% | +18.8% | +3.3% |
| 30D | -4.0% | -35.8% | +31.8% | -2.8% |
| 3M | -8.2% | -26.5% | +18.2% | -7.5% |
| 6M | -14.8% | -33.0% | +18.2% | -14.2% |
| YTD | -6.8% | +84.3% | -91.1% | -8.6% |
| 1Y | -2.4% | +82.0% | -84.4% | -4.3% |
| All | -2.4% | +77.7% | -80.1% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling