-37.6%
SMCI vs GD
+9.0%
-46.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -5.5% |
| 7D | -17.3% | +3.0% | -20.3% | -17.4% |
| 30D | -31.5% | +10.5% | -42.0% | -32.2% |
| 3M | -6.6% | -5.0% | -1.6% | -4.2% |
| 6M | +6.0% | +5.5% | +0.5% | +5.9% |
| YTD | +1.1% | +10.3% | -9.2% | -0.3% |
| 1Y | -37.6% | +8.2% | -45.7% | -37.3% |
| All | -37.6% | +9.0% | -46.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling