-3.9%
GLD vs SIMO
+97.3%
-101.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -1.4% |
| 7D | -2.0% | +0.9% | -2.9% | -2.0% |
| 30D | -4.4% | -25.4% | +21.0% | -3.7% |
| 3M | -8.9% | -17.8% | +8.8% | -8.5% |
| 6M | -16.0% | -29.6% | +13.6% | -15.5% |
| YTD | -7.9% | +100.3% | -108.2% | -9.9% |
| 1Y | -3.9% | +100.4% | -104.2% | -6.2% |
| All | -3.9% | +97.3% | -101.2% | -6.2% |
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 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