-2.7%
SMCI vs GFS
+37.2%
-39.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +3.8% |
| 7D | +6.8% | +1.0% | +5.8% | +6.3% |
| 30D | +30.6% | -8.6% | +39.2% | +36.2% |
| 3M | -15.6% | -46.5% | +31.0% | +9.3% |
| 6M | +21.3% | -4.8% | +26.1% | +28.2% |
| YTD | +35.3% | +29.7% | +5.6% | +30.1% |
| 1Y | -2.7% | +35.8% | -38.6% | -2.5% |
| All | -2.7% | +37.2% | -39.9% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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