-28.8%
SMCI vs GD
+6.6%
-35.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.8% | -0.8% |
| 7D | -6.0% | -3.0% | -3.0% | -5.8% |
| 30D | -31.7% | +9.3% | -41.0% | -32.3% |
| 3M | -8.1% | -7.2% | -0.9% | -5.3% |
| 6M | -19.1% | +5.5% | -24.6% | -19.2% |
| YTD | -2.3% | +9.5% | -11.8% | -3.0% |
| All | -28.8% | +6.6% | -35.4% | -26.6% |
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