+243.5%
SMH vs GD
+102.3%
+141.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | +12.1% | +1.9% | +10.2% | +11.3% |
| 30D | -14.7% | +9.2% | -23.9% | -17.3% |
| 3M | -14.2% | -7.5% | -6.8% | -11.8% |
| 6M | -10.6% | +5.8% | -16.4% | -13.2% |
| YTD | +39.3% | +9.8% | +29.5% | +32.0% |
| 1Y | +41.6% | +5.8% | +35.8% | +36.5% |
| 3Y | +223.4% | +58.0% | +165.3% | +153.3% |
| 5Y | +243.5% | +100.4% | +143.1% | +132.4% |
| All | +243.5% | +102.3% | +141.2% | +132.4% |
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