+6.6%
GD vs SMTC
+33.8%
-27.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -17.5% | +15.2% | -2.3% |
| 7D | -3.9% | -35.0% | +31.1% | -4.0% |
| 30D | +8.1% | -53.6% | +61.7% | +7.9% |
| 3M | -6.8% | -24.5% | +17.7% | -7.3% |
| 6M | +3.0% | -19.0% | +22.0% | +0.3% |
| YTD | +7.8% | +24.2% | -16.5% | +1.1% |
| All | +6.6% | +33.8% | -27.2% | -0.9% |
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