+107.0%
GLDM vs SMTC
+26.3%
+80.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.3% |
| 7D | -4.6% | +11.0% | -15.6% | -5.0% |
| 30D | -5.5% | -28.5% | +23.0% | -4.6% |
| 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% | -11.6% |
| 1Y | -6.9% | +69.5% | -76.5% | -8.6% |
| 3Y | +98.7% | +699.7% | -601.0% | +88.2% |
| All | +107.0% | +26.3% | +80.6% | +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 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