-53.7%
SMR vs GLDM
+101.2%
-154.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.4% |
| 7D | -8.3% | -4.6% | -3.7% | -4.1% |
| 30D | -20.1% | -5.5% | -14.6% | -16.1% |
| 3M | -52.7% | -10.9% | -41.8% | -47.5% |
| 6M | -61.0% | -17.3% | -43.7% | -53.7% |
| YTD | -67.1% | -10.2% | -57.0% | -63.1% |
| 1Y | -79.9% | -6.9% | -72.9% | -78.1% |
| 3Y | +101.7% | +98.7% | +3.1% | +18.8% |
| All | -53.7% | +101.2% | -154.9% | -74.3% |
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