+1,074.2%
SMH vs GLDM
+248.1%
+826.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | -0.5% | +4.4% | -4.9% | -1.8% |
| 3M | -9.6% | -1.1% | -8.6% | -9.4% |
| 6M | +42.1% | -13.7% | +55.7% | +47.3% |
| YTD | +57.4% | +2.8% | +54.7% | +56.2% |
| 1Y | +96.2% | +24.8% | +71.4% | +85.4% |
| 3Y | +267.9% | +127.8% | +140.1% | +193.8% |
| 5Y | +327.7% | +141.1% | +186.5% | +229.8% |
| All | +1,074.2% | +248.1% | +826.1% | +866.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling