+908.0%
SMH vs GLDM
+204.4%
+703.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +4.9% | -4.6% | +9.5% | +6.5% |
| 30D | -13.8% | -5.5% | -8.3% | -12.3% |
| 3M | -17.4% | -10.9% | -6.5% | -14.4% |
| 6M | -15.0% | -17.3% | +2.4% | -10.1% |
| YTD | +35.2% | -10.2% | +45.3% | +39.8% |
| 1Y | +41.6% | -6.9% | +48.5% | +45.1% |
| 3Y | +215.6% | +98.7% | +117.0% | +163.0% |
| 5Y | +233.2% | +106.7% | +126.5% | +169.3% |
| All | +908.0% | +204.4% | +703.6% | +764.5% |
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