+950.2%
SMCI vs GLD
+205.6%
+744.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.8% | -8.5% | -10.0% |
| 7D | -0.3% | -5.5% | +5.2% | +2.3% |
| 30D | -30.9% | -7.0% | -23.9% | -28.6% |
| 3M | -28.2% | -12.4% | -15.9% | -23.9% |
| 6M | -17.7% | -18.0% | +0.3% | -10.0% |
| YTD | -7.8% | -10.5% | +2.7% | -0.9% |
| 1Y | -28.8% | -8.1% | -20.7% | -24.0% |
| 3Y | +1.5% | +97.7% | -96.2% | -11.5% |
| 5Y | +517.8% | +103.4% | +414.3% | +427.6% |
| All | +950.2% | +205.6% | +744.6% | +788.6% |
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