+124.8%
GLDM vs SMTC
+28.0%
+96.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.8% | -11.0% | +1.5% |
| 7D | +5.0% | -4.8% | +9.8% | +5.0% |
| 30D | -1.3% | -37.8% | +36.5% | 0.0% |
| 3M | -4.7% | -16.5% | +11.8% | -4.5% |
| 6M | -12.4% | -4.4% | -8.0% | -12.7% |
| YTD | -4.1% | +58.0% | -62.1% | -5.6% |
| 1Y | +3.3% | +62.0% | -58.7% | +1.6% |
| 3Y | +110.9% | +745.7% | -634.7% | +99.8% |
| 5Y | +124.8% | +29.0% | +95.8% | +111.2% |
| All | +124.8% | +28.0% | +96.8% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling