+211.8%
GLD vs SM
+10.6%
+201.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -1.1% |
| 7D | -2.0% | +0.3% | -2.3% | -2.0% |
| 30D | -4.4% | -17.3% | +12.9% | -4.5% |
| 3M | -8.9% | -3.6% | -5.3% | -8.9% |
| 6M | -16.0% | +2.9% | -18.9% | -16.0% |
| YTD | -7.9% | +70.2% | -78.1% | -7.9% |
| 1Y | -3.9% | +66.5% | -70.4% | -3.9% |
| 3Y | +103.4% | -8.2% | +111.6% | +103.3% |
| 5Y | +109.7% | -1.5% | +111.2% | +110.1% |
| 10Y | +211.8% | +11.9% | +200.0% | +218.2% |
| All | +211.8% | +10.6% | +201.3% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling