+1,560.2%
SMCI vs GLDM
+242.2%
+1,318.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.5% |
| 7D | +9.7% | +0.7% | +8.9% | +9.2% |
| 30D | +29.3% | +0.3% | +29.0% | +29.1% |
| 3M | -8.5% | +0.7% | -9.2% | -8.3% |
| 6M | +28.6% | -15.4% | +44.0% | +36.9% |
| YTD | +37.5% | +1.0% | +36.5% | +40.0% |
| 1Y | +0.5% | +19.7% | -19.2% | -2.2% |
| 3Y | +43.4% | +126.5% | -83.1% | +15.5% |
| 5Y | +1,008.2% | +142.5% | +865.7% | +760.4% |
| All | +1,560.2% | +242.2% | +1,318.0% | +1,216.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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