+909.3%
SMH vs GLDM
+225.0%
+684.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.5% |
| 7D | -4.1% | +5.0% | -9.1% | -5.7% |
| 30D | -19.2% | -1.3% | -17.9% | -18.9% |
| 3M | -16.4% | -4.7% | -11.7% | -15.1% |
| 6M | -14.0% | -12.4% | -1.6% | -10.7% |
| YTD | +35.3% | -4.1% | +39.4% | +37.2% |
| 1Y | +40.4% | +3.3% | +37.1% | +39.7% |
| 3Y | +226.8% | +110.9% | +115.9% | +167.2% |
| 5Y | +232.3% | +124.8% | +107.5% | +161.9% |
| All | +909.3% | +225.0% | +684.3% | +748.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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