+514.9%
SMCI vs GGLL
+309.0%
+205.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -2.0% |
| 7D | +5.2% | -3.9% | +9.1% | +6.4% |
| 30D | +23.7% | -15.4% | +39.1% | +29.4% |
| 3M | -4.2% | -21.9% | +17.7% | +0.8% |
| 6M | +21.7% | +4.5% | +17.2% | +15.2% |
| YTD | +33.0% | -2.4% | +35.4% | +27.4% |
| 1Y | -9.3% | +57.8% | -67.1% | -27.2% |
| 3Y | +38.7% | +227.2% | -188.5% | -20.5% |
| All | +514.9% | +309.0% | +205.9% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling