-49.5%
SMR vs GLDM
+110.9%
-160.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.8% | +17.0% | +17.0% |
| 7D | -9.6% | +4.7% | -14.3% | -13.8% |
| 30D | -33.8% | -0.9% | -32.9% | -33.4% |
| 3M | -46.4% | -4.3% | -42.0% | -44.4% |
| 6M | -62.4% | -13.4% | -49.0% | -57.2% |
| YTD | -64.1% | -5.8% | -58.3% | -61.6% |
| 1Y | -84.3% | +2.1% | -86.4% | -84.3% |
| 3Y | +55.8% | +105.0% | -49.2% | -11.7% |
| All | -49.5% | +110.9% | -160.4% | -73.2% |
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