+35.8%
GFS vs SMTC
+154.8%
-118.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | -2.4% |
| 7D | +1.0% | +12.7% | -11.7% | -4.3% |
| 30D | -8.6% | +22.0% | -30.6% | -17.4% |
| 3M | -46.5% | -12.7% | -33.9% | -44.6% |
| 6M | -4.8% | +64.8% | -69.6% | -20.4% |
| YTD | +29.7% | +100.7% | -71.0% | +4.6% |
| 1Y | +35.8% | +146.9% | -111.0% | +11.2% |
| All | +35.8% | +154.8% | -118.9% | +11.2% |
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 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