+54.9%
GD vs SMTC
+518.9%
-464.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -17.5% | +15.2% | -1.9% |
| 7D | -3.9% | -35.0% | +31.1% | -3.0% |
| 30D | +8.1% | -53.6% | +61.7% | +9.8% |
| 3M | -6.8% | -24.5% | +17.7% | -6.7% |
| 6M | +3.0% | -19.0% | +22.0% | +2.0% |
| YTD | +7.8% | +24.2% | -16.5% | +4.6% |
| 1Y | +5.8% | +35.6% | -29.8% | +2.2% |
| All | +54.9% | +518.9% | -464.1% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling