-2.7%
SMCI vs GLD
+24.4%
-27.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.4% | +5.3% |
| 7D | +6.8% | -0.5% | +7.3% | +7.2% |
| 30D | +30.6% | +4.4% | +26.2% | +25.5% |
| 3M | -15.6% | -1.1% | -14.5% | -14.4% |
| 6M | +21.3% | -13.8% | +35.0% | +29.9% |
| YTD | +35.3% | +2.6% | +32.6% | +41.2% |
| 1Y | -2.7% | +24.5% | -27.2% | 0.0% |
| All | -2.7% | +24.4% | -27.1% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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