+177.4%
GD vs SMTC
+365.8%
-188.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.8% | -10.6% | +1.1% |
| 7D | -3.0% | -4.8% | +1.8% | -2.9% |
| 30D | +9.3% | -37.8% | +47.1% | +13.5% |
| 3M | -7.2% | -16.5% | +9.3% | -7.2% |
| 6M | +5.5% | -4.4% | +9.9% | +2.3% |
| YTD | +9.5% | +58.0% | -48.5% | -0.7% |
| 1Y | +6.4% | +62.0% | -55.6% | -3.9% |
| 3Y | +59.8% | +745.7% | -685.8% | +3.3% |
| 5Y | +98.0% | +29.0% | +69.0% | +76.3% |
| 10Y | +177.4% | +351.4% | -174.0% | +90.2% |
| All | +177.4% | +365.8% | -188.4% | +90.2% |
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 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