+329.5%
SMH vs GFS
0.0%
+329.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.5% |
| 7D | +0.3% | +3.8% | -3.6% | -1.5% |
| 30D | -2.8% | -11.7% | +8.9% | +2.9% |
| 3M | -6.7% | -41.8% | +35.1% | +19.4% |
| 6M | +41.8% | +6.6% | +35.1% | +35.1% |
| YTD | +57.9% | +34.6% | +23.2% | +32.5% |
| 1Y | +87.6% | +46.2% | +41.5% | +50.3% |
| 3Y | +282.9% | -20.3% | +303.3% | +288.4% |
| All | +329.5% | 0.0% | +329.5% | +303.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling