+43.4%
SMH vs GFS
+15.5%
+27.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.9% | +3.2% | 0.0% |
| 7D | -11.2% | -12.5% | +1.3% | -5.6% |
| 30D | -20.4% | -16.9% | -3.5% | -13.7% |
| 3M | -12.4% | -22.3% | +9.8% | -2.8% |
| 6M | -0.5% | -40.2% | +39.7% | +25.1% |
| YTD | +40.0% | +16.0% | +24.0% | +31.7% |
| 1Y | +43.4% | +17.7% | +25.7% | +33.5% |
| All | +43.4% | +15.5% | +27.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling