+41.6%
SMH vs GGLL
-15.1%
+56.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.7% |
| 7D | +12.1% | +11.5% | +0.5% | +10.0% |
| 30D | -14.7% | -31.2% | +16.5% | -9.9% |
| 3M | -14.2% | -28.7% | +14.5% | -10.1% |
| 6M | -10.6% | -47.2% | +36.6% | -0.9% |
| YTD | +39.3% | -24.3% | +63.6% | +34.9% |
| 1Y | +41.6% | -12.0% | +53.6% | +32.0% |
| All | +41.6% | -15.1% | +56.6% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling