+204.7%
GLDM vs SMTC
+136.0%
+68.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.2% |
| 7D | -4.6% | +11.0% | -15.6% | -4.9% |
| 30D | -5.5% | -28.5% | +23.0% | -4.8% |
| 3M | -10.9% | -14.2% | +3.4% | -10.7% |
| 6M | -17.3% | -18.0% | +0.7% | -17.3% |
| YTD | -10.2% | +55.5% | -65.7% | -11.3% |
| 1Y | -6.9% | +69.5% | -76.5% | -8.3% |
| 3Y | +98.7% | +699.7% | -601.0% | +90.5% |
| 5Y | +106.7% | +27.4% | +79.3% | +100.6% |
| All | +204.7% | +136.0% | +68.6% | +192.6% |
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 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