+215.6%
SMH vs GGLL
+166.5%
+49.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.5% |
| 7D | +4.9% | +7.7% | -2.8% | +3.0% |
| 30D | -13.8% | -30.2% | +16.4% | -6.6% |
| 3M | -17.4% | -31.3% | +13.9% | -10.6% |
| 6M | -15.0% | -52.1% | +37.1% | 0.0% |
| YTD | +35.2% | -25.9% | +61.0% | +36.8% |
| 1Y | +41.6% | -8.5% | +50.1% | +33.7% |
| 3Y | +215.6% | +165.5% | +50.1% | +105.9% |
| All | +215.6% | +166.5% | +49.1% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling