+2,520.1%
GPN vs SMTC
+486.0%
+2,034.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.0% | -13.3% | -5.5% |
| 7D | -0.7% | +22.9% | -23.7% | -5.3% |
| 30D | +3.8% | +16.6% | -12.8% | -0.8% |
| 3M | +39.2% | +2.4% | +36.8% | +33.5% |
| 6M | +17.9% | +98.3% | -80.4% | -5.2% |
| YTD | +16.4% | +120.7% | -104.3% | -9.5% |
| 1Y | +3.6% | +168.3% | -164.6% | -24.2% |
| 3Y | -26.7% | +571.7% | -598.4% | -63.5% |
| 5Y | -44.8% | +114.0% | -158.8% | -64.4% |
| 10Y | +24.1% | +497.0% | -472.8% | -42.0% |
| All | +2,520.1% | +486.0% | +2,034.1% | +886.2% |
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