+982.6%
SMCI vs GTLB
-50.8%
+1,033.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | +5.2% | -6.6% | +11.8% | +7.0% |
| 30D | +23.7% | +13.7% | +10.0% | +19.2% |
| 3M | -4.2% | +52.9% | -57.1% | -15.0% |
| 6M | +21.7% | +88.5% | -66.8% | +1.4% |
| YTD | +33.0% | +23.4% | +9.6% | +22.5% |
| 1Y | -9.3% | -3.8% | -5.5% | -11.3% |
| 3Y | +38.7% | -11.5% | +50.2% | +35.9% |
| All | +982.6% | -50.8% | +1,033.4% | +899.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling