+7.6%
GD vs SMTC
+63.0%
-55.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.2% | +0.1% |
| 7D | +2.7% | +11.0% | -8.4% | +2.6% |
| 30D | +8.6% | -28.5% | +37.1% | +8.3% |
| 3M | -7.1% | -14.2% | +7.2% | -7.5% |
| 6M | +7.5% | -18.0% | +25.5% | +6.0% |
| YTD | +9.9% | +55.5% | -45.6% | +3.6% |
| 1Y | +7.6% | +69.5% | -62.0% | +0.5% |
| All | +7.6% | +63.0% | -55.5% | +0.5% |
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