+215.4%
GLD vs SM
+4.8%
+210.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.7% |
| 7D | +2.8% | -19.5% | +22.3% | +2.7% |
| 30D | -4.0% | -20.2% | +16.3% | -4.0% |
| 3M | -8.2% | -6.5% | -1.7% | -8.3% |
| 6M | -14.8% | +1.6% | -16.4% | -14.9% |
| YTD | -6.8% | +61.2% | -68.0% | -6.9% |
| 1Y | -2.4% | +65.4% | -67.7% | -2.5% |
| 3Y | +105.8% | -13.0% | +118.8% | +105.6% |
| 5Y | +113.3% | -4.3% | +117.6% | +113.7% |
| All | +215.4% | +4.8% | +210.7% | +221.8% |
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