+1,154.8%
SMCI vs GLDM
+212.7%
+942.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.2% | +10.7% | +10.1% |
| 7D | +2.8% | -2.0% | +4.8% | +3.6% |
| 30D | -23.9% | -4.4% | -19.4% | -22.3% |
| 3M | -3.7% | -8.8% | +5.1% | +0.5% |
| 6M | -9.2% | -15.9% | +6.7% | -1.6% |
| YTD | +4.0% | -7.7% | +11.6% | +10.3% |
| 1Y | -21.6% | -3.6% | -18.0% | -17.8% |
| 3Y | +14.4% | +105.2% | -90.8% | -3.7% |
| 5Y | +586.8% | +112.8% | +474.0% | +462.9% |
| All | +1,154.8% | +212.7% | +942.1% | +937.8% |
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