-16.4%
GFS vs SMTC
+25.0%
-41.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | -23.1% | -23.4% | +0.3% | -18.0% |
| 6M | -46.4% | -13.4% | -33.0% | -45.2% |
| YTD | +11.0% | +40.1% | -29.0% | -3.8% |
| 1Y | +12.6% | +47.7% | -35.0% | -4.6% |
| 3Y | -24.9% | +606.9% | -631.9% | -72.1% |
| 5Y | -39.1% | +14.4% | -53.5% | -34.1% |
| All | -16.4% | +25.0% | -41.4% | -15.2% |
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 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