-2.7%
SMCI vs GS
+44.3%
-47.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.5% | +4.5% |
| 7D | +6.8% | +0.9% | +5.8% | +5.7% |
| 30D | +30.6% | -1.6% | +32.1% | +32.8% |
| 3M | -15.6% | -4.5% | -11.1% | -10.9% |
| 6M | +21.3% | +20.9% | +0.4% | +7.0% |
| YTD | +35.3% | +19.9% | +15.4% | +16.8% |
| 1Y | -2.7% | +41.4% | -44.1% | -22.8% |
| All | -2.7% | +44.3% | -47.1% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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