+1,524.2%
SMH vs GLD
+205.6%
+1,318.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.2% |
| 7D | +12.1% | -5.5% | +17.5% | +13.9% |
| 30D | -14.7% | -7.0% | -7.7% | -12.8% |
| 3M | -14.2% | -12.4% | -1.9% | -10.9% |
| 6M | -10.6% | -18.0% | +7.4% | -5.6% |
| YTD | +39.3% | -10.5% | +49.8% | +44.1% |
| 1Y | +41.6% | -8.1% | +49.6% | +45.4% |
| 3Y | +223.4% | +97.7% | +125.7% | +175.9% |
| 5Y | +243.5% | +103.4% | +140.0% | +186.2% |
| All | +1,524.2% | +205.6% | +1,318.6% | +1,346.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling