+190.6%
GD vs SMTC
+493.3%
-302.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.0% | -10.7% | -1.8% |
| 7D | -3.5% | +22.9% | -26.4% | -5.6% |
| 30D | -9.0% | +16.6% | -25.7% | -10.9% |
| 3M | +5.1% | +2.4% | +2.7% | +3.4% |
| 6M | -1.0% | +98.3% | -99.3% | -10.7% |
| YTD | +7.3% | +120.7% | -113.4% | -4.7% |
| 1Y | +12.4% | +168.3% | -155.8% | -3.0% |
| 3Y | +73.7% | +571.7% | -498.0% | +19.9% |
| 5Y | +93.8% | +114.0% | -20.2% | +61.6% |
| 10Y | +190.6% | +497.0% | -306.4% | +79.1% |
| All | +190.6% | +493.3% | -302.7% | +79.1% |
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