-23.4%
SMCI vs GD
+5.9%
-29.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -6.6% | +2.7% | -9.2% | -6.7% |
| 30D | -24.9% | +8.6% | -33.5% | -25.3% |
| 3M | -31.4% | -7.1% | -24.3% | -29.3% |
| 6M | -16.0% | +7.5% | -23.5% | -16.3% |
| YTD | -8.2% | +9.9% | -18.1% | -7.6% |
| 1Y | -23.4% | +7.6% | -31.0% | -21.9% |
| All | -23.4% | +5.9% | -29.3% | -21.9% |
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