+13.9%
SMCI vs GD
+54.3%
-40.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.2% |
| 7D | -12.7% | -5.0% | -7.7% | -12.8% |
| 30D | -36.0% | +8.9% | -44.9% | -35.9% |
| 3M | -2.1% | -8.0% | +5.9% | -1.5% |
| 6M | -17.0% | +2.9% | -19.9% | -16.6% |
| YTD | -1.7% | +7.1% | -8.8% | -0.4% |
| 1Y | -28.7% | +5.9% | -34.6% | -27.8% |
| 3Y | +13.9% | +53.9% | -40.0% | +36.1% |
| All | +13.9% | +54.3% | -40.5% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling