+4.5%
SMCI vs GGLL
+157.4%
-152.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -11.5% | +5.1% | -16.6% | -12.7% |
| 30D | -33.6% | -35.5% | +1.9% | -26.0% |
| 3M | -11.7% | -39.2% | +27.5% | -0.5% |
| 6M | -21.4% | -54.4% | +32.9% | -5.3% |
| YTD | -5.1% | -29.8% | +24.8% | -2.0% |
| 1Y | -30.9% | -20.4% | -10.4% | -32.0% |
| 3Y | +4.5% | +149.7% | -145.3% | -37.4% |
| All | +4.5% | +157.4% | -152.9% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling