-2.7%
SMCI vs GD
+13.1%
-15.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.3% | +5.1% |
| 7D | +6.8% | -5.3% | +12.0% | +8.5% |
| 30D | +30.6% | -6.4% | +37.0% | +33.3% |
| 3M | -15.6% | +5.7% | -21.3% | -17.1% |
| 6M | +21.3% | -0.9% | +22.2% | +26.2% |
| YTD | +35.3% | +8.2% | +27.1% | +32.0% |
| 1Y | -2.7% | +13.4% | -16.2% | -0.9% |
| All | -2.7% | +13.1% | -15.9% | -0.9% |
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