+901.5%
SMH vs GLDM
+216.5%
+685.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | +0.1% |
| 7D | -6.7% | +2.9% | -9.6% | -7.7% |
| 30D | -19.8% | -3.9% | -15.9% | -18.8% |
| 3M | -15.1% | -8.1% | -6.9% | -12.8% |
| 6M | -14.6% | -14.7% | +0.1% | -10.6% |
| YTD | +34.3% | -6.6% | +40.9% | +37.2% |
| 1Y | +35.2% | -2.1% | +37.3% | +36.5% |
| 3Y | +211.7% | +107.7% | +104.0% | +156.3% |
| 5Y | +240.5% | +116.5% | +124.0% | +171.4% |
| All | +901.5% | +216.5% | +685.1% | +748.8% |
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