+95.7%
GLD vs SMR
-53.6%
+149.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | -4.6% | -8.3% | +3.7% | -4.3% |
| 30D | -5.5% | -20.1% | +14.6% | -4.9% |
| 3M | -10.9% | -52.7% | +41.8% | -8.9% |
| 6M | -17.4% | -61.0% | +43.6% | -15.3% |
| YTD | -10.3% | -67.1% | +56.8% | -7.8% |
| 1Y | -7.2% | -79.9% | +72.7% | -3.8% |
| 3Y | +96.9% | +101.7% | -4.8% | +87.1% |
| All | +95.7% | -53.6% | +149.3% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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