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  • SMCI vs GD✓SelectedUSD · GDSMCI vs GD performance historyLatest closeAs of+4.54%09/04
Stock and ETF performance explorer

SMCI vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+978.2%
GD return
+97.9%
Excess return
+880.2%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
1D+4.5%-1.8%+6.3%+5.1%
7D+6.8%-5.3%+12.0%+8.4%
30D+30.6%-6.4%+37.0%+33.0%
3M-15.6%+5.7%-21.3%-17.1%
6M+21.3%-0.9%+22.2%+21.8%
YTD+35.3%+8.2%+27.1%+32.1%
1Y-2.7%+13.4%-16.2%-6.2%
3Y+40.3%+68.5%-28.2%+9.9%
All+978.2%+97.9%+880.2%+714.3%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling