+945.5%
SMCI vs GLD
+206.1%
+739.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -6.6% | -4.6% | -2.0% | -4.5% |
| 30D | -24.9% | -5.5% | -19.4% | -23.0% |
| 3M | -31.4% | -10.9% | -20.5% | -27.8% |
| 6M | -16.0% | -17.4% | +1.4% | -8.5% |
| YTD | -8.2% | -10.3% | +2.1% | -1.4% |
| 1Y | -23.4% | -7.2% | -16.3% | -18.5% |
| 3Y | +5.0% | +96.9% | -91.9% | -8.3% |
| 5Y | +515.0% | +103.8% | +411.3% | +424.8% |
| All | +945.5% | +206.1% | +739.4% | +784.0% |
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 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