-37.6%
SMCI vs GFS
+15.5%
-53.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.9% | +0.2% | -2.6% |
| 7D | -17.3% | -12.5% | -4.8% | -11.4% |
| 30D | -31.5% | -16.9% | -14.5% | -24.7% |
| 3M | -6.6% | -22.3% | +15.7% | +6.0% |
| 6M | +6.0% | -40.2% | +46.2% | +36.2% |
| YTD | +1.1% | +16.0% | -14.9% | -5.9% |
| 1Y | -37.6% | +17.7% | -55.2% | -42.5% |
| All | -37.6% | +15.5% | -53.0% | -42.5% |
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