+105.1%
GLD vs SMR
-49.5%
+154.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +16.2% | -17.0% | -1.3% |
| 7D | +4.7% | -9.6% | +14.3% | +5.0% |
| 30D | -0.9% | -33.8% | +32.9% | +0.4% |
| 3M | -4.4% | -46.4% | +42.0% | -2.7% |
| 6M | -13.6% | -62.4% | +48.9% | -11.3% |
| YTD | -6.0% | -64.1% | +58.1% | -3.7% |
| 1Y | +1.8% | -84.3% | +86.1% | +5.8% |
| 3Y | +103.2% | +55.8% | +47.3% | +93.7% |
| All | +105.1% | -49.5% | +154.6% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling