-48.1%
SMR vs GLDM
+109.2%
-157.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -1.7% |
| 7D | -2.8% | +2.9% | -5.7% | -5.6% |
| 30D | -27.5% | -3.9% | -23.6% | -24.9% |
| 3M | -43.1% | -8.1% | -35.0% | -38.8% |
| 6M | -58.4% | -14.7% | -43.7% | -52.0% |
| YTD | -63.2% | -6.6% | -56.6% | -60.2% |
| 1Y | -81.6% | -2.1% | -79.6% | -80.9% |
| 3Y | +149.8% | +107.7% | +42.1% | +41.5% |
| All | -48.1% | +109.2% | -157.3% | -72.2% |
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