+34.0%
SMR vs GLDM
+105.8%
-71.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | +0.8% | -15.7% | -15.6% |
| 7D | -26.2% | +1.9% | -28.1% | -27.8% |
| 30D | -45.5% | -1.7% | -43.8% | -44.7% |
| 3M | -53.4% | -3.5% | -49.9% | -51.9% |
| 6M | -63.2% | -10.1% | -53.1% | -58.8% |
| YTD | -69.2% | -5.0% | -64.1% | -67.1% |
| 1Y | -88.5% | +2.8% | -91.2% | -88.6% |
| All | +34.0% | +105.8% | -71.8% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling