+248.5%
GLDM vs SIMO
+484.2%
-235.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.1% |
| 7D | -0.5% | +4.2% | -4.8% | -0.6% |
| 30D | +4.4% | +4.1% | +0.3% | +4.2% |
| 3M | -1.1% | -12.9% | +11.8% | -1.0% |
| 6M | -13.7% | +110.3% | -124.0% | -15.8% |
| YTD | +2.8% | +178.6% | -175.8% | -0.6% |
| 1Y | +24.8% | +220.0% | -195.1% | +20.3% |
| 3Y | +127.8% | +409.0% | -281.2% | +116.3% |
| 5Y | +141.1% | +277.3% | -136.2% | +129.2% |
| All | +248.5% | +484.2% | -235.7% | +220.5% |
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