+222.0%
GLDM vs SIMO
+256.3%
-34.3%
-28.0%
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% | +1.2% |
| 7D | +1.9% | -31.4% | +33.3% | +2.9% |
| 30D | -1.7% | -45.2% | +43.5% | -0.2% |
| 3M | -3.5% | -36.5% | +33.0% | -2.6% |
| 6M | -10.1% | -34.2% | +24.1% | -9.5% |
| YTD | -5.0% | +69.9% | -75.0% | -7.1% |
| 1Y | +2.8% | +60.4% | -57.6% | +0.7% |
| 3Y | +105.1% | +203.1% | -98.0% | +97.1% |
| 5Y | +124.3% | +145.4% | -21.1% | +115.3% |
| All | +222.0% | +256.3% | -34.3% | +199.5% |
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 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