-37.6%
SMCI vs GS
+21.8%
-59.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.6% | -9.3% | -9.4% |
| 7D | -17.3% | +0.3% | -17.6% | -17.9% |
| 30D | -31.5% | +3.9% | -35.3% | -34.2% |
| 3M | -6.6% | -11.4% | +4.8% | +6.3% |
| 6M | +6.0% | +3.7% | +2.3% | +8.4% |
| YTD | +1.1% | +7.1% | -6.0% | -4.3% |
| 1Y | -37.6% | +19.7% | -57.2% | -46.5% |
| All | -37.6% | +21.8% | -59.3% | -46.5% |
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