+219.4%
GLDM vs SMTC
+112.6%
+106.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.7% | -13.6% | -1.1% |
| 7D | +4.7% | -19.0% | +23.6% | +5.1% |
| 30D | -0.9% | -46.7% | +45.9% | +0.6% |
| 3M | -4.3% | -23.4% | +19.1% | -3.9% |
| 6M | -13.4% | -13.4% | 0.0% | -13.4% |
| YTD | -5.8% | +40.1% | -45.9% | -6.7% |
| 1Y | +2.1% | +47.7% | -45.6% | +0.9% |
| 3Y | +105.0% | +606.9% | -501.9% | +97.2% |
| 5Y | +122.5% | +14.4% | +108.1% | +116.5% |
| All | +219.4% | +112.6% | +106.8% | +207.7% |
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 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