+333.4%
SMH vs GFS
-3.9%
+337.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +5.2% | +2.6% | +2.6% | +4.0% |
| 30D | -1.5% | -16.4% | +14.9% | +6.8% |
| 3M | -4.1% | -41.6% | +37.5% | +22.7% |
| 6M | +50.8% | -3.7% | +54.4% | +50.5% |
| YTD | +59.3% | +29.3% | +30.0% | +36.3% |
| 1Y | +94.1% | +37.1% | +57.0% | +60.2% |
| 3Y | +286.7% | -22.1% | +308.9% | +296.4% |
| All | +333.4% | -3.9% | +337.4% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling