+1,008.2%
SMCI vs GLD
+137.9%
+870.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.6% |
| 7D | +9.7% | +0.7% | +8.9% | +9.2% |
| 30D | +29.3% | +0.3% | +29.0% | +29.0% |
| 3M | -8.5% | +0.6% | -9.1% | -8.3% |
| 6M | +28.6% | -15.6% | +44.2% | +36.8% |
| YTD | +37.5% | +0.9% | +36.7% | +41.1% |
| 1Y | +0.5% | +19.4% | -18.8% | -0.7% |
| 3Y | +43.4% | +124.5% | -81.0% | +19.5% |
| 5Y | +1,008.2% | +138.9% | +869.2% | +762.1% |
| All | +1,008.2% | +137.9% | +870.3% | +762.1% |
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