+265.4%
GLD vs SPMO
+572.4%
-307.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.0% |
| 7D | -0.5% | +2.0% | -2.5% | -0.7% |
| 30D | +4.4% | -0.4% | +4.8% | +4.4% |
| 3M | -1.1% | -1.9% | +0.8% | -1.0% |
| 6M | -13.8% | +25.0% | -38.8% | -15.4% |
| YTD | +2.6% | +26.0% | -23.4% | +0.6% |
| 1Y | +24.5% | +28.7% | -4.2% | +21.9% |
| 3Y | +125.8% | +160.9% | -35.1% | +110.9% |
| 5Y | +137.8% | +147.9% | -10.1% | +122.1% |
| 10Y | +221.4% | +518.9% | -297.6% | +209.1% |
| All | +265.4% | +572.4% | -307.0% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling