+212.2%
GLD vs SM
+4.9%
+207.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +1.9% |
| 7D | +4.9% | -22.3% | +27.2% | +4.9% |
| 30D | -1.3% | -21.4% | +20.0% | -1.4% |
| 3M | -4.8% | +1.4% | -6.1% | -4.8% |
| 6M | -12.5% | +0.1% | -12.6% | -12.5% |
| YTD | -4.2% | +59.0% | -63.2% | -4.3% |
| 1Y | +3.0% | +64.3% | -61.3% | +2.9% |
| 3Y | +109.1% | -13.1% | +122.3% | +109.0% |
| 5Y | +121.6% | -13.9% | +135.4% | +121.8% |
| 10Y | +212.2% | +1.7% | +210.5% | +218.3% |
| All | +212.2% | +4.9% | +207.3% | +218.3% |
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 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