+216.7%
SMH vs GD
+94.5%
+122.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.3% | +3.9% |
| 7D | -11.2% | -5.0% | -6.2% | -9.5% |
| 30D | -25.8% | +8.9% | -34.7% | -28.1% |
| 3M | -18.8% | -8.0% | -10.8% | -16.4% |
| 6M | -15.6% | +2.9% | -18.5% | -17.3% |
| YTD | +28.8% | +7.1% | +21.8% | +23.1% |
| 1Y | +32.6% | +5.9% | +26.6% | +27.3% |
| 3Y | +213.6% | +53.9% | +159.8% | +148.1% |
| All | +216.7% | +94.5% | +122.2% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling