+1,062.8%
SMCI vs GD
+180.8%
+881.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.5% |
| 7D | -11.5% | -1.9% | -9.6% | -10.6% |
| 30D | -33.6% | +10.9% | -44.5% | -37.1% |
| 3M | -11.7% | -6.8% | -4.9% | -9.1% |
| 6M | -21.4% | +7.0% | -28.4% | -24.7% |
| YTD | -5.1% | +11.1% | -16.2% | -11.2% |
| 1Y | -30.9% | +7.0% | -37.9% | -34.0% |
| 3Y | +4.5% | +59.9% | -55.5% | -23.2% |
| 5Y | +534.2% | +102.5% | +431.7% | +297.9% |
| 10Y | +1,062.8% | +174.0% | +888.7% | +524.7% |
| All | +1,062.8% | +180.8% | +881.9% | +524.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling