+44.6%
SMCI vs GFS
-19.7%
+64.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +6.0% |
| 7D | +1.3% | +3.8% | -2.6% | -0.9% |
| 30D | +6.6% | -11.7% | +18.3% | +14.7% |
| 3M | +25.4% | -41.8% | +67.2% | +70.8% |
| 6M | +26.1% | +6.6% | +19.5% | +18.4% |
| YTD | +37.0% | +34.6% | +2.4% | +7.1% |
| 1Y | -8.8% | +46.2% | -54.9% | -33.6% |
| 3Y | +44.6% | -20.3% | +64.9% | +69.2% |
| All | +44.6% | -19.7% | +64.3% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling