+190.4%
GD vs SMTC
+266.9%
-76.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -17.5% | +15.2% | -0.7% |
| 7D | -3.9% | -35.0% | +31.1% | -0.2% |
| 30D | +8.1% | -53.6% | +61.7% | +15.5% |
| 3M | -6.8% | -24.5% | +17.7% | -5.9% |
| 6M | +3.0% | -19.0% | +22.0% | +1.5% |
| YTD | +7.8% | +24.2% | -16.5% | +0.1% |
| 1Y | +5.8% | +35.6% | -29.8% | -3.0% |
| 3Y | +55.3% | +521.9% | -466.6% | +3.9% |
| 5Y | +96.7% | +1.5% | +95.2% | +79.4% |
| All | +190.4% | +266.9% | -76.5% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling