+24.8%
GLDM vs SMTC
+154.8%
-129.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -1.6% |
| 7D | -0.5% | +12.7% | -13.3% | -1.5% |
| 30D | +4.4% | +22.0% | -17.6% | +2.5% |
| 3M | -1.1% | -12.7% | +11.6% | -0.6% |
| 6M | -13.7% | +64.8% | -78.4% | -18.7% |
| YTD | +2.8% | +100.7% | -97.9% | -4.3% |
| 1Y | +24.8% | +146.9% | -122.0% | +14.1% |
| All | +24.8% | +154.8% | -129.9% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling