+401.3%
GH vs SMTC
+172.7%
+228.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.2% | -9.0% | -2.8% |
| 7D | -0.1% | +12.7% | -12.8% | -4.2% |
| 30D | -1.1% | +22.0% | -23.1% | -8.9% |
| 3M | +21.3% | -12.7% | +34.0% | +21.3% |
| 6M | +73.5% | +64.8% | +8.7% | +35.1% |
| YTD | +58.0% | +100.7% | -42.7% | +13.5% |
| 1Y | +163.1% | +146.9% | +16.2% | +71.0% |
| 3Y | +361.0% | +456.8% | -95.8% | +66.4% |
| 5Y | +22.5% | +89.2% | -66.7% | -24.9% |
| All | +401.3% | +172.7% | +228.6% | +142.7% |
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