+41.6%
SMH vs GLD
-6.6%
+48.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.3% |
| 7D | +12.1% | -5.5% | +17.5% | +15.0% |
| 30D | -14.7% | -7.0% | -7.7% | -11.7% |
| 3M | -14.2% | -12.4% | -1.9% | -8.8% |
| 6M | -10.6% | -18.0% | +7.4% | -2.9% |
| YTD | +39.3% | -10.5% | +49.8% | +50.4% |
| 1Y | +41.6% | -8.1% | +49.6% | +48.7% |
| All | +41.6% | -6.6% | +48.2% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling