-10.3%
GFS vs SMTC
+38.8%
-49.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.3% |
| 7D | +7.4% | +11.0% | -3.6% | +3.2% |
| 30D | -15.3% | -28.5% | +13.2% | -5.7% |
| 3M | -21.1% | -14.2% | -6.9% | -19.5% |
| 6M | -44.5% | -18.0% | -26.5% | -42.4% |
| YTD | +19.2% | +55.5% | -36.3% | -0.8% |
| 1Y | +27.2% | +69.5% | -42.3% | +2.5% |
| 3Y | -20.1% | +699.7% | -719.8% | -71.7% |
| 5Y | -25.6% | +27.4% | -53.0% | -22.8% |
| All | -10.3% | +38.8% | -49.0% | -12.5% |
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