+124.0%
GLD vs SMR
-3.5%
+127.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | +4.4% | -4.9% | -0.7% |
| 30D | +4.4% | +3.4% | +1.0% | +4.2% |
| 3M | -1.1% | -19.2% | +18.1% | -0.7% |
| 6M | -13.8% | -22.6% | +8.9% | -13.6% |
| YTD | +2.6% | -31.5% | +34.2% | +3.2% |
| 1Y | +24.5% | -73.1% | +97.6% | +27.0% |
| 3Y | +125.8% | +55.0% | +70.9% | +115.5% |
| All | +124.0% | -3.5% | +127.5% | +120.6% |
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 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