+103.4%
GLD vs SM
+5.1%
+98.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.2% | -8.0% | -2.8% |
| 7D | -5.5% | +10.6% | -16.1% | -5.6% |
| 30D | -7.0% | -15.0% | +8.0% | -6.9% |
| 3M | -12.4% | +1.7% | -14.0% | -12.5% |
| 6M | -18.0% | +5.9% | -23.9% | -18.3% |
| YTD | -10.5% | +79.0% | -89.5% | -12.5% |
| 1Y | -8.1% | +84.7% | -92.7% | -10.3% |
| 3Y | +97.7% | -3.5% | +101.2% | +95.8% |
| 5Y | +103.4% | +4.9% | +98.5% | +100.8% |
| All | +103.4% | +5.1% | +98.4% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling