+1,817.6%
SMH vs GFI
+1,066.8%
+750.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.6% |
| 7D | +0.3% | -4.9% | +5.1% | +0.7% |
| 30D | -2.8% | +10.7% | -13.5% | -3.7% |
| 3M | -6.7% | +25.6% | -32.3% | -8.7% |
| 6M | +41.8% | -8.3% | +50.0% | +41.9% |
| YTD | +57.9% | +6.3% | +51.6% | +56.2% |
| 1Y | +87.6% | +22.1% | +65.6% | +83.7% |
| 3Y | +282.9% | +289.2% | -6.3% | +245.2% |
| 5Y | +330.4% | +531.7% | -201.3% | +272.3% |
| All | +1,817.6% | +1,066.8% | +750.8% | +1,652.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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