+2.8%
GLD vs SM
+70.4%
-67.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.3% | +19.0% | +2.4% |
| 7D | -0.3% | -21.5% | +21.2% | -2.1% |
| 30D | -1.9% | -11.4% | +9.5% | -2.8% |
| 3M | -0.4% | +0.6% | -1.1% | -0.3% |
| 6M | -10.2% | +0.2% | -10.4% | -9.7% |
| YTD | -6.0% | +69.7% | -75.7% | -7.4% |
| 1Y | +2.8% | +71.6% | -68.8% | +1.3% |
| All | +2.8% | +70.4% | -67.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling