+1,770.3%
SMCI vs GLD
+215.7%
+1,554.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.0% |
| 7D | +1.3% | -2.0% | +3.3% | +2.2% |
| 30D | +6.6% | -1.5% | +8.1% | +7.2% |
| 3M | +25.4% | +3.2% | +22.2% | +23.7% |
| 6M | +26.1% | -16.3% | +42.4% | +34.0% |
| YTD | +37.0% | +0.6% | +36.4% | +39.6% |
| 1Y | -8.8% | +19.1% | -27.9% | -10.6% |
| 3Y | +44.6% | +123.5% | -78.9% | +20.6% |
| 5Y | +995.9% | +138.5% | +857.4% | +788.2% |
| All | +1,770.3% | +215.7% | +1,554.6% | +1,490.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling