-19.9%
GFS vs SMTC
+514.4%
-534.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | -1.3% |
| 7D | +1.0% | +12.7% | -11.7% | -2.8% |
| 30D | -8.6% | +22.0% | -30.6% | -14.7% |
| 3M | -46.5% | -12.7% | -33.9% | -45.0% |
| 6M | -4.8% | +64.8% | -69.6% | -17.6% |
| YTD | +29.7% | +100.7% | -71.0% | +6.8% |
| 1Y | +35.8% | +146.9% | -111.1% | +5.4% |
| All | -19.9% | +514.4% | -534.3% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling