+586.8%
SMCI vs GLD
+109.9%
+476.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.1% | +10.6% | +10.1% |
| 7D | +2.8% | -2.0% | +4.8% | +3.8% |
| 30D | -23.9% | -4.4% | -19.4% | -22.0% |
| 3M | -3.7% | -8.9% | +5.2% | +1.2% |
| 6M | -9.2% | -16.0% | +6.8% | -0.5% |
| YTD | +4.0% | -7.9% | +11.8% | +12.0% |
| 1Y | -21.6% | -3.9% | -17.7% | -16.4% |
| 3Y | +14.4% | +103.4% | -89.0% | -1.4% |
| 5Y | +586.8% | +109.7% | +477.0% | +452.2% |
| All | +586.8% | +109.9% | +476.9% | +452.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling