+213.1%
GLD vs SPMO
+514.3%
-301.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -1.1% | -0.7% | -0.5% | -1.1% |
| 3M | +5.8% | +2.8% | +3.0% | +5.4% |
| 6M | -17.1% | +24.4% | -41.5% | -18.7% |
| YTD | 0.0% | +24.2% | -24.2% | -2.0% |
| 1Y | +18.2% | +24.5% | -6.3% | +15.8% |
| 3Y | +122.6% | +155.6% | -33.0% | +106.6% |
| 5Y | +137.1% | +148.2% | -11.1% | +119.9% |
| All | +213.1% | +514.3% | -301.2% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling