+1,469.9%
SMH vs GD
+185.2%
+1,284.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +4.0% |
| 7D | -4.1% | -3.0% | -1.1% | -2.5% |
| 30D | -19.2% | +9.3% | -28.5% | -22.7% |
| 3M | -16.4% | -7.2% | -9.2% | -13.5% |
| 6M | -14.0% | +5.5% | -19.4% | -17.2% |
| YTD | +35.3% | +9.5% | +25.8% | +26.5% |
| 1Y | +40.4% | +6.4% | +34.0% | +33.3% |
| 3Y | +226.8% | +59.8% | +167.0% | +144.7% |
| 5Y | +232.3% | +98.0% | +134.3% | +116.7% |
| 10Y | +1,469.9% | +177.4% | +1,292.6% | +816.7% |
| All | +1,469.9% | +185.2% | +1,284.8% | +816.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling