+216.7%
SMH vs GLD
+118.6%
+98.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.9% |
| 7D | -11.2% | +4.7% | -15.9% | -12.8% |
| 30D | -25.8% | -0.9% | -24.9% | -25.5% |
| 3M | -18.8% | -4.4% | -14.4% | -17.6% |
| 6M | -15.6% | -13.6% | -2.0% | -11.7% |
| YTD | +28.8% | -6.0% | +34.8% | +31.8% |
| 1Y | +32.6% | +1.8% | +30.8% | +32.9% |
| 3Y | +213.6% | +103.2% | +110.5% | +154.8% |
| All | +216.7% | +118.6% | +98.2% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling