+323.3%
SMH vs GFS
-2.1%
+325.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | +1.4% | +3.2% | -1.8% | -0.1% |
| 30D | -2.2% | -9.6% | +7.4% | +2.3% |
| 3M | -1.9% | -38.5% | +36.6% | +22.6% |
| 6M | +41.0% | -1.3% | +42.3% | +39.1% |
| YTD | +55.6% | +31.8% | +23.8% | +31.9% |
| 1Y | +86.8% | +44.6% | +42.3% | +50.4% |
| 3Y | +277.7% | -20.6% | +298.3% | +283.6% |
| All | +323.3% | -2.1% | +325.4% | +301.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling