+387.8%
GH vs SMTC
+565.9%
-178.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.2% | +22.5% | -22.7% | -4.3% |
| 30D | -2.6% | +24.9% | -27.5% | -7.5% |
| 3M | +25.1% | +4.1% | +21.0% | +20.9% |
| 6M | +78.5% | +92.6% | -14.1% | +49.1% |
| YTD | +59.4% | +122.5% | -63.1% | +28.4% |
| 1Y | +173.9% | +166.2% | +7.6% | +109.7% |
| All | +387.8% | +565.9% | -178.1% | +151.6% |
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