+212.2%
GLD vs SMTC
+365.8%
-153.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.8% | -10.9% | +1.6% |
| 7D | +4.9% | -4.8% | +9.8% | +4.9% |
| 30D | -1.3% | -37.8% | +36.5% | -0.3% |
| 3M | -4.8% | -16.5% | +11.7% | -4.6% |
| 6M | -12.5% | -4.4% | -8.1% | -12.7% |
| YTD | -4.2% | +58.0% | -62.3% | -5.4% |
| 1Y | +3.0% | +62.0% | -59.0% | +1.8% |
| 3Y | +109.1% | +745.7% | -636.6% | +101.7% |
| 5Y | +121.6% | +29.0% | +92.5% | +115.2% |
| 10Y | +212.2% | +351.4% | -139.1% | +203.4% |
| All | +212.2% | +365.8% | -153.6% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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