+104.8%
GLD vs SIMO
+202.0%
-97.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.2% | +1.3% |
| 7D | +1.9% | -31.4% | +33.3% | +3.1% |
| 30D | -1.8% | -45.2% | +43.4% | 0.0% |
| 3M | -3.6% | -36.5% | +32.9% | -2.5% |
| 6M | -10.2% | -34.2% | +24.0% | -9.5% |
| YTD | -5.3% | +69.9% | -75.2% | -7.9% |
| 1Y | +2.5% | +60.4% | -58.0% | -0.3% |
| All | +104.8% | +202.0% | -97.3% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling