+949.8%
SMH vs GLDM
+212.7%
+737.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.2% |
| 7D | +0.5% | -2.0% | +2.5% | +1.1% |
| 30D | -14.2% | -4.4% | -9.8% | -13.0% |
| 3M | -11.5% | -8.8% | -2.7% | -9.0% |
| 6M | -12.0% | -15.9% | +3.8% | -7.5% |
| YTD | +40.8% | -7.7% | +48.5% | +44.4% |
| 1Y | +44.9% | -3.6% | +48.5% | +46.9% |
| 3Y | +226.7% | +105.2% | +121.5% | +169.6% |
| 5Y | +250.6% | +112.8% | +137.8% | +180.8% |
| All | +949.8% | +212.7% | +737.1% | +792.8% |
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