+106.7%
GLDM vs SMTC
+518.9%
-412.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -17.5% | +18.3% | +1.5% |
| 7D | +1.9% | -35.0% | +36.9% | +3.4% |
| 30D | -1.7% | -53.6% | +51.9% | +1.0% |
| 3M | -3.5% | -24.5% | +21.0% | -2.9% |
| 6M | -10.1% | -19.0% | +8.9% | -9.8% |
| YTD | -5.0% | +24.2% | -29.3% | -5.9% |
| 1Y | +2.8% | +35.6% | -32.8% | +1.6% |
| All | +106.7% | +518.9% | -412.3% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling