+327.2%
SMH vs GFI
+524.1%
-196.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.7% | +1.6% |
| 7D | +0.3% | -4.9% | +5.1% | +0.9% |
| 30D | -2.8% | +10.7% | -13.5% | -4.1% |
| 3M | -6.7% | +25.6% | -32.3% | -9.7% |
| 6M | +41.8% | -8.3% | +50.0% | +41.7% |
| YTD | +57.9% | +6.3% | +51.6% | +55.4% |
| 1Y | +87.6% | +22.1% | +65.6% | +81.9% |
| 3Y | +282.9% | +289.2% | -6.3% | +228.3% |
| All | +327.2% | +524.1% | -196.9% | +245.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling