+93.6%
GD vs SMTC
+13.5%
+80.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.7% | -13.4% | -1.1% |
| 7D | -5.0% | -19.0% | +14.0% | -4.3% |
| 30D | +8.9% | -46.7% | +55.7% | +11.3% |
| 3M | -8.0% | -23.4% | +15.4% | -7.8% |
| 6M | +2.9% | -13.4% | +16.3% | +1.8% |
| YTD | +7.1% | +40.1% | -33.0% | +2.7% |
| 1Y | +5.9% | +47.7% | -41.7% | +1.2% |
| 3Y | +53.9% | +606.9% | -553.1% | +27.6% |
| All | +93.6% | +13.5% | +80.1% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling