+1,809.0%
SMCI vs GS
+646.2%
+1,162.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +9.7% | +3.4% | +6.3% | +7.3% |
| 30D | +29.3% | +0.2% | +29.1% | +29.3% |
| 3M | -8.5% | -0.3% | -8.2% | -7.3% |
| 6M | +28.6% | +27.4% | +1.2% | +12.7% |
| YTD | +37.5% | +19.6% | +17.9% | +24.7% |
| 1Y | +0.5% | +42.5% | -41.9% | -18.2% |
| 3Y | +43.4% | +240.4% | -197.0% | -31.9% |
| 5Y | +1,008.2% | +188.9% | +819.3% | +469.8% |
| All | +1,809.0% | +646.2% | +1,162.8% | +491.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling