+96.2%
SMH vs GFS
+37.2%
+59.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.9% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | -0.5% | -8.6% | +8.1% | +3.1% |
| 3M | -9.6% | -46.5% | +36.9% | +16.9% |
| 6M | +42.1% | -4.8% | +46.9% | +48.9% |
| YTD | +57.4% | +29.7% | +27.8% | +46.0% |
| 1Y | +96.2% | +35.8% | +60.4% | +82.7% |
| All | +96.2% | +37.2% | +59.0% | +82.7% |
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