+43.4%
SMH vs GD
+9.0%
+34.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.2% | -3.0% |
| 7D | -11.2% | +3.0% | -14.1% | -10.9% |
| 30D | -20.4% | +10.5% | -31.0% | -19.7% |
| 3M | -12.4% | -5.0% | -7.5% | -12.0% |
| 6M | -0.5% | +5.5% | -6.0% | -0.2% |
| YTD | +40.0% | +10.3% | +29.7% | +36.1% |
| 1Y | +43.4% | +8.2% | +35.2% | +40.9% |
| All | +43.4% | +9.0% | +34.4% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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