+816.6%
GLD vs SM
+119.1%
+697.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | +26.3% | -21.9% | +3.8% |
| 3M | -1.1% | +8.7% | -9.8% | -1.4% |
| 6M | -13.8% | +51.7% | -65.5% | -14.8% |
| YTD | +2.6% | +99.0% | -96.4% | +0.7% |
| 1Y | +24.5% | +34.6% | -10.1% | +23.2% |
| 3Y | +125.8% | -7.8% | +133.6% | +124.4% |
| 5Y | +137.8% | +104.8% | +33.0% | +130.3% |
| 10Y | +221.4% | +7.2% | +214.1% | +207.9% |
| All | +816.6% | +119.1% | +697.4% | +610.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling