+1,086.0%
SMCI vs GLDM
+219.1%
+866.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +7.0% | +6.6% |
| 7D | -12.7% | +4.7% | -17.4% | -14.9% |
| 30D | -36.0% | -0.9% | -35.1% | -35.8% |
| 3M | -2.1% | -4.3% | +2.2% | -0.1% |
| 6M | -17.0% | -13.4% | -3.6% | -11.2% |
| YTD | -1.7% | -5.8% | +4.1% | +3.4% |
| 1Y | -28.7% | +2.1% | -30.8% | -26.6% |
| 3Y | +13.9% | +105.0% | -91.2% | -4.6% |
| 5Y | +517.4% | +122.5% | +394.9% | +398.1% |
| All | +1,086.0% | +219.1% | +866.9% | +872.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling