+393.9%
GH vs SMTC
+193.4%
+200.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.3% |
| 7D | -1.2% | +17.5% | -18.8% | -6.8% |
| 30D | -3.7% | +21.3% | -25.0% | -10.9% |
| 3M | +21.7% | +3.1% | +18.5% | +14.8% |
| 6M | +75.7% | +81.7% | -6.0% | +32.2% |
| YTD | +55.7% | +115.9% | -60.2% | +8.9% |
| 1Y | +181.1% | +157.8% | +23.3% | +80.1% |
| 3Y | +371.6% | +557.3% | -185.7% | +58.2% |
| 5Y | +23.2% | +114.7% | -91.5% | -28.3% |
| All | +393.9% | +193.4% | +200.5% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling