+20.7%
GLD vs SMR
-68.5%
+89.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.2% |
| 7D | +0.1% | +13.1% | -12.9% | -1.1% |
| 30D | +0.2% | +17.8% | -17.6% | -1.6% |
| 3M | +3.2% | +8.1% | -4.9% | +1.6% |
| 6M | -14.6% | -11.1% | -3.5% | -15.1% |
| YTD | +1.8% | -23.7% | +25.5% | +2.9% |
| 1Y | +20.7% | -69.4% | +90.2% | +27.8% |
| All | +20.7% | -68.5% | +89.2% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling