-3.6%
SMR vs GLDM
+130.1%
-133.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.3% |
| 7D | +4.4% | -0.5% | +4.9% | +4.9% |
| 30D | +3.4% | +4.4% | -1.0% | -0.4% |
| 3M | -19.2% | -1.1% | -18.1% | -17.9% |
| 6M | -22.6% | -13.7% | -9.0% | -12.0% |
| YTD | -31.5% | +2.8% | -34.3% | -31.8% |
| 1Y | -73.1% | +24.8% | -97.9% | -76.6% |
| 3Y | +55.0% | +127.8% | -72.9% | -19.4% |
| All | -3.6% | +130.1% | -133.7% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling