+89.5%
GWW vs SMTC
+565.9%
-476.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -0.5% | +22.5% | -22.9% | -1.6% |
| 30D | -1.4% | +24.9% | -26.3% | -2.8% |
| 3M | -3.6% | +4.1% | -7.7% | -4.4% |
| 6M | +15.1% | +92.6% | -77.4% | +9.3% |
| YTD | +27.5% | +122.5% | -95.0% | +19.8% |
| 1Y | +29.6% | +166.2% | -136.6% | +20.1% |
| All | +89.5% | +565.9% | -476.4% | +58.4% |
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