+44.6%
SMCI vs GTLB
-10.9%
+55.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +7.9% | +7.5% |
| 7D | +1.3% | -5.7% | +7.0% | +3.3% |
| 30D | +6.6% | +15.1% | -8.5% | +0.6% |
| 3M | +25.4% | +65.5% | -40.0% | +0.7% |
| 6M | +26.1% | +102.9% | -76.8% | -7.2% |
| YTD | +37.0% | +25.2% | +11.8% | +21.2% |
| 1Y | -8.8% | -5.5% | -3.2% | -9.4% |
| 3Y | +44.6% | -10.9% | +55.5% | +41.5% |
| All | +44.6% | -10.9% | +55.5% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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