-56.6%
SMR vs GLDM
+112.6%
-169.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | +0.8% | -15.7% | -15.6% |
| 7D | -26.2% | +1.9% | -28.1% | -27.7% |
| 30D | -45.5% | -1.7% | -43.8% | -44.7% |
| 3M | -53.4% | -3.5% | -49.9% | -52.0% |
| 6M | -63.2% | -10.1% | -53.1% | -59.3% |
| YTD | -69.2% | -5.0% | -64.1% | -67.1% |
| 1Y | -88.5% | +2.8% | -91.2% | -88.5% |
| 3Y | +26.7% | +105.1% | -78.4% | -28.4% |
| All | -56.6% | +112.6% | -169.2% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling