+739.4%
GLD vs SMTC
+370.4%
+369.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.7% | -13.5% | -1.0% |
| 7D | +4.7% | -19.0% | +23.7% | +5.1% |
| 30D | -0.9% | -46.7% | +45.8% | +0.2% |
| 3M | -4.4% | -23.4% | +19.0% | -4.1% |
| 6M | -13.6% | -13.4% | -0.2% | -13.6% |
| YTD | -6.0% | +40.1% | -46.1% | -6.8% |
| 1Y | +1.8% | +47.7% | -45.9% | +0.8% |
| 3Y | +103.2% | +606.9% | -503.7% | +96.5% |
| 5Y | +119.3% | +14.4% | +105.0% | +115.0% |
| 10Y | +199.5% | +322.5% | -123.0% | +188.9% |
| All | +739.4% | +370.4% | +369.0% | +699.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling