+456.8%
SMH vs GGLL
+328.7%
+128.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.3% |
| 7D | +2.5% | -4.8% | +7.3% | +3.9% |
| 30D | -0.5% | -13.7% | +13.2% | +3.5% |
| 3M | -9.6% | -21.9% | +12.2% | -4.7% |
| 6M | +42.1% | +11.7% | +30.4% | +31.0% |
| YTD | +57.4% | +2.3% | +55.2% | +48.5% |
| 1Y | +96.2% | +76.2% | +20.0% | +52.5% |
| 3Y | +267.9% | +245.0% | +22.9% | +106.0% |
| All | +456.8% | +328.7% | +128.2% | +175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling