-7.8%
GFS vs SMTC
+44.6%
-52.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +1.1% |
| 7D | +17.2% | +30.5% | -13.3% | +6.3% |
| 30D | -8.7% | -30.9% | +22.1% | +2.4% |
| 3M | -19.7% | -14.7% | -5.0% | -17.9% |
| 6M | -40.7% | -9.6% | -31.1% | -40.5% |
| YTD | +22.5% | +62.1% | -39.6% | +0.5% |
| 1Y | +25.2% | +66.6% | -41.4% | +1.3% |
| 3Y | -17.7% | +718.1% | -735.7% | -71.0% |
| 5Y | -23.5% | +32.8% | -56.3% | -21.8% |
| All | -7.8% | +44.6% | -52.4% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling