+94.1%
SMH vs GLD
+19.8%
+74.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.9% |
| 7D | +5.2% | +0.7% | +4.5% | +4.8% |
| 30D | -1.5% | +0.3% | -1.9% | -1.8% |
| 3M | -4.1% | +0.6% | -4.7% | -4.6% |
| 6M | +50.8% | -15.6% | +66.3% | +57.8% |
| YTD | +59.3% | +0.9% | +58.5% | +60.8% |
| 1Y | +94.1% | +19.4% | +74.7% | +85.8% |
| All | +94.1% | +19.8% | +74.3% | +85.8% |
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