+267.1%
SMH vs GD
+68.4%
+198.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.0% |
| 7D | +2.5% | -5.3% | +7.8% | +3.9% |
| 30D | -0.5% | -6.4% | +6.0% | +1.1% |
| 3M | -9.6% | +5.7% | -15.3% | -11.5% |
| 6M | +42.1% | -0.9% | +43.0% | +42.1% |
| YTD | +57.4% | +8.2% | +49.3% | +51.9% |
| 1Y | +96.2% | +13.4% | +82.8% | +86.0% |
| All | +267.1% | +68.4% | +198.7% | +223.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling