+55.8%
SMR vs GLDM
+104.2%
-48.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.8% | +17.0% | +17.0% |
| 7D | -9.6% | +4.7% | -14.3% | -14.2% |
| 30D | -33.8% | -0.9% | -32.9% | -33.4% |
| 3M | -46.4% | -4.3% | -42.0% | -44.2% |
| 6M | -62.4% | -13.4% | -49.0% | -56.6% |
| YTD | -64.1% | -5.8% | -58.3% | -61.5% |
| 1Y | -84.3% | +2.1% | -86.4% | -84.4% |
| 3Y | +55.8% | +105.0% | -49.2% | -44.7% |
| All | +55.8% | +104.2% | -48.4% | -44.7% |
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