+998.5%
SMCI vs GFS
-2.1%
+1,000.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -4.3% |
| 7D | +5.2% | +4.5% | +0.7% | +2.7% |
| 30D | +23.7% | -8.2% | +31.9% | +30.0% |
| 3M | -4.2% | -38.9% | +34.6% | +25.0% |
| 6M | +21.7% | -2.9% | +24.6% | +21.3% |
| YTD | +33.0% | +31.8% | +1.2% | +9.2% |
| 1Y | -9.3% | +43.1% | -52.4% | -29.8% |
| 3Y | +38.7% | -20.6% | +59.4% | +45.3% |
| All | +998.5% | -2.1% | +1,000.6% | +878.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling