+3,198.8%
SMH vs GLD
+754.2%
+2,444.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.8% |
| 7D | -4.1% | +4.9% | -9.1% | -4.8% |
| 30D | -19.2% | -1.3% | -17.9% | -19.1% |
| 3M | -16.4% | -4.8% | -11.6% | -15.8% |
| 6M | -14.0% | -12.5% | -1.5% | -12.6% |
| YTD | +35.3% | -4.2% | +39.6% | +36.4% |
| 1Y | +40.4% | +3.0% | +37.4% | +40.5% |
| 3Y | +226.8% | +109.1% | +117.7% | +207.1% |
| 5Y | +232.3% | +121.6% | +110.7% | +209.8% |
| 10Y | +1,469.9% | +212.2% | +1,257.7% | +1,349.2% |
| All | +3,198.8% | +754.2% | +2,444.5% | +2,708.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling