The physical particles in supersymmetric Yang-Mills (SYM) theory are bound states of gluons and gluinos. We have determined the masses of the lightest bound states in SU(3) <math><mi>N</mi><mo>=</mo><mn>1</mn></math> SYM theory. Our simulations cover a range of different lattice spacings, which for the first time allows an extrapolation to the continuum limit. Our results show the formation of a supermultiplet of bound states, which provides a clear evidence for unbroken supersymmetry.