-2.4%
GFS vs SMTC
+79.1%
-81.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | -1.7% |
| 7D | +1.0% | +12.7% | -11.7% | -3.3% |
| 30D | -8.6% | +22.0% | -30.6% | -15.7% |
| 3M | -46.5% | -12.7% | -33.9% | -44.7% |
| 6M | -4.8% | +64.8% | -69.6% | -20.8% |
| YTD | +29.7% | +100.7% | -71.0% | +1.0% |
| 1Y | +35.8% | +146.9% | -111.1% | -2.5% |
| 3Y | -18.3% | +456.8% | -475.1% | -64.8% |
| All | -2.4% | +79.1% | -81.5% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling