-34.7%
GFS vs SMTC
+13.5%
-48.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +12.7% | -6.5% | +1.7% |
| 7D | -7.8% | -19.0% | +11.1% | -1.2% |
| 30D | -19.7% | -46.7% | +27.1% | -1.3% |
| 3M | -23.1% | -23.4% | +0.3% | -18.0% |
| 6M | -46.4% | -13.4% | -33.0% | -45.1% |
| YTD | +11.0% | +40.1% | -29.0% | -3.7% |
| 1Y | +12.6% | +47.7% | -35.0% | -4.5% |
| 3Y | -24.9% | +606.9% | -631.9% | -71.7% |
| All | -34.7% | +13.5% | -48.1% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling