+463.4%
SMH vs GGLL
+328.4%
+135.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.2% | +1.9% | +3.4% | +4.6% |
| 30D | -1.5% | -9.7% | +8.2% | +1.1% |
| 3M | -4.1% | -18.0% | +13.9% | -0.4% |
| 6M | +50.8% | +15.3% | +35.5% | +37.6% |
| YTD | +59.3% | +2.2% | +57.1% | +50.3% |
| 1Y | +94.1% | +73.1% | +21.0% | +51.7% |
| 3Y | +286.7% | +242.7% | +44.0% | +117.1% |
| All | +463.4% | +328.4% | +135.1% | +178.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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