+8.2%
GD vs SMTC
+70.8%
-62.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.9% | +10.3% | -2.6% |
| 7D | +3.0% | -24.5% | +27.5% | +2.7% |
| 30D | +10.5% | -42.5% | +53.0% | +10.3% |
| 3M | -5.0% | -14.1% | +9.1% | -5.5% |
| 6M | +5.5% | +3.6% | +1.9% | +2.4% |
| YTD | +10.3% | +50.6% | -40.2% | +3.8% |
| 1Y | +8.2% | +72.2% | -64.1% | +0.2% |
| All | +8.2% | +70.8% | -62.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling