+138.9%
GLD vs SPMO
+149.9%
-10.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | +0.7% | +3.4% | -2.6% | +0.3% |
| 30D | +0.3% | +0.5% | -0.2% | +0.2% |
| 3M | +0.6% | +1.9% | -1.3% | +0.2% |
| 6M | -15.6% | +27.8% | -43.4% | -17.9% |
| YTD | +0.9% | +26.7% | -25.8% | -1.8% |
| 1Y | +19.4% | +28.9% | -9.5% | +16.1% |
| 3Y | +124.5% | +160.7% | -36.2% | +108.5% |
| 5Y | +138.9% | +150.2% | -11.2% | +119.3% |
| All | +138.9% | +149.9% | -10.9% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling