+764.4%
GLD vs SIMO
+1,993.5%
-1,229.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.2% | +1.0% |
| 7D | +1.9% | -31.4% | +33.3% | +2.5% |
| 30D | -1.8% | -45.2% | +43.4% | -0.9% |
| 3M | -3.6% | -36.5% | +32.9% | -3.1% |
| 6M | -10.2% | -34.2% | +24.0% | -9.9% |
| YTD | -5.3% | +69.9% | -75.2% | -6.5% |
| 1Y | +2.5% | +60.4% | -58.0% | +1.2% |
| 3Y | +103.2% | +203.1% | -99.9% | +98.4% |
| 5Y | +121.1% | +145.4% | -24.4% | +115.9% |
| 10Y | +201.9% | +368.9% | -167.0% | +191.1% |
| All | +764.4% | +1,993.5% | -1,229.1% | +688.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling