+1,237.1%
SMH vs GFI
+2,186.6%
-949.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.4% | -2.3% |
| 7D | +1.4% | -5.1% | +6.5% | +1.7% |
| 30D | -2.2% | +13.4% | -15.6% | -3.1% |
| 3M | -1.9% | +36.2% | -38.1% | -4.0% |
| 6M | +41.0% | -9.8% | +50.8% | +41.4% |
| YTD | +55.6% | +7.7% | +47.9% | +54.1% |
| 1Y | +86.8% | +27.2% | +59.6% | +82.9% |
| 3Y | +277.7% | +300.3% | -22.6% | +242.2% |
| 5Y | +324.2% | +539.8% | -215.6% | +269.4% |
| 10Y | +1,828.6% | +1,058.5% | +770.1% | +1,484.3% |
| All | +1,237.1% | +2,186.6% | -949.5% | +1,146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling