+248.5%
GLDM vs SMTC
+204.6%
+43.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -1.1% |
| 7D | -0.5% | +12.7% | -13.3% | -0.8% |
| 30D | +4.4% | +22.0% | -17.6% | +3.8% |
| 3M | -1.1% | -12.7% | +11.6% | -1.0% |
| 6M | -13.7% | +64.8% | -78.4% | -14.9% |
| YTD | +2.8% | +100.7% | -97.9% | +1.0% |
| 1Y | +24.8% | +146.9% | -122.0% | +22.3% |
| 3Y | +127.8% | +456.8% | -329.0% | +118.9% |
| 5Y | +141.1% | +89.2% | +51.9% | +132.7% |
| All | +248.5% | +204.6% | +43.9% | +233.2% |
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