+120.1%
GLD vs SMR
+11.2%
+108.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +15.3% | -17.0% | -2.2% |
| 7D | +0.7% | +21.4% | -20.6% | 0.0% |
| 30D | +0.3% | +13.8% | -13.5% | -0.2% |
| 3M | +0.6% | +3.9% | -3.3% | +0.2% |
| 6M | -15.6% | -4.2% | -11.4% | -16.0% |
| YTD | +0.9% | -21.1% | +22.0% | +0.9% |
| 1Y | +19.4% | -67.1% | +86.5% | +21.0% |
| 3Y | +124.5% | +88.9% | +35.6% | +112.5% |
| All | +120.1% | +11.2% | +108.8% | +115.6% |
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