+1,119.6%
SMCI vs GD
+185.2%
+934.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -1.6% |
| 7D | -6.0% | -3.0% | -3.0% | -4.5% |
| 30D | -31.7% | +9.3% | -41.0% | -34.8% |
| 3M | -8.1% | -7.2% | -0.9% | -5.2% |
| 6M | -19.1% | +5.5% | -24.6% | -21.9% |
| YTD | -2.3% | +9.5% | -11.8% | -7.9% |
| 1Y | -28.1% | +6.4% | -34.5% | -31.2% |
| 3Y | +8.0% | +59.8% | -51.9% | -20.8% |
| 5Y | +537.8% | +98.0% | +439.8% | +305.1% |
| 10Y | +1,119.6% | +177.4% | +942.2% | +545.4% |
| All | +1,119.6% | +185.2% | +934.5% | +545.4% |
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