+44.6%
SMCI vs GFI
+287.6%
-243.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.5% | +7.6% |
| 7D | +1.3% | -4.9% | +6.1% | +2.6% |
| 30D | +6.6% | +10.7% | -4.1% | +3.8% |
| 3M | +25.4% | +25.6% | -0.2% | +17.1% |
| 6M | +26.1% | -8.3% | +34.4% | +26.4% |
| YTD | +37.0% | +6.3% | +30.7% | +34.5% |
| 1Y | -8.8% | +22.1% | -30.8% | -12.4% |
| 3Y | +44.6% | +289.2% | -244.6% | +9.2% |
| All | +44.6% | +287.6% | -243.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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