+118.6%
GLD vs SIMO
+154.7%
-36.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -4.9% | -0.9% |
| 7D | +4.7% | -22.0% | +26.7% | +5.3% |
| 30D | -0.9% | -43.0% | +42.2% | +0.5% |
| 3M | -4.4% | -39.1% | +34.7% | -3.3% |
| 6M | -13.6% | -33.3% | +19.7% | -13.0% |
| YTD | -6.0% | +77.0% | -83.0% | -8.1% |
| 1Y | +1.8% | +73.0% | -71.2% | -0.4% |
| 3Y | +103.2% | +215.7% | -112.5% | +95.6% |
| All | +118.6% | +154.7% | -36.1% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling