+17.8%
GFS vs SMTC
+53.1%
-35.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.4% |
| 7D | -5.3% | -10.9% | +5.6% | -1.2% |
| 30D | -15.8% | -39.4% | +23.6% | +2.6% |
| 3M | -18.6% | -13.5% | -5.1% | -18.1% |
| 6M | -45.0% | -6.8% | -38.2% | -45.4% |
| YTD | +16.8% | +54.0% | -37.2% | -3.7% |
| 1Y | +17.8% | +50.8% | -33.0% | -2.2% |
| All | +17.8% | +53.1% | -35.3% | -2.2% |
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