-13.8%
GLD vs SMTC
+56.1%
-69.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.1% | -1.5% |
| 7D | -0.5% | +12.7% | -13.3% | -1.5% |
| 30D | +4.4% | +22.0% | -17.6% | +2.4% |
| 3M | -1.1% | -12.7% | +11.6% | -0.5% |
| 6M | -13.8% | +64.8% | -78.6% | -19.6% |
| All | -13.8% | +56.1% | -69.8% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling