+96.9%
GLD vs SMTC
+698.5%
-601.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.3% |
| 7D | -4.6% | +11.0% | -15.6% | -5.0% |
| 30D | -5.5% | -28.5% | +23.0% | -4.4% |
| 3M | -10.9% | -14.2% | +3.3% | -10.7% |
| 6M | -17.4% | -18.0% | +0.6% | -17.3% |
| YTD | -10.3% | +55.5% | -65.8% | -12.0% |
| 1Y | -7.2% | +69.5% | -76.7% | -9.1% |
| 3Y | +96.9% | +699.7% | -602.7% | +81.3% |
| All | +96.9% | +698.5% | -601.6% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling