+950.2%
SMCI vs GD
+165.4%
+784.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.1% | -10.2% | -10.8% |
| 7D | -0.3% | +1.9% | -2.2% | -1.2% |
| 30D | -30.9% | +9.2% | -40.1% | -34.0% |
| 3M | -28.2% | -7.5% | -20.8% | -25.9% |
| 6M | -17.7% | +5.8% | -23.5% | -20.6% |
| YTD | -7.8% | +9.8% | -17.6% | -13.2% |
| 1Y | -28.8% | +5.8% | -34.6% | -31.6% |
| 3Y | +1.5% | +58.0% | -56.6% | -24.9% |
| 5Y | +517.8% | +100.4% | +417.3% | +290.3% |
| All | +950.2% | +165.4% | +784.8% | +483.8% |
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