+378.7%
SMH vs GGLL
+195.8%
+182.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.4% |
| 7D | -4.1% | +6.3% | -10.5% | -5.7% |
| 30D | -19.2% | -35.1% | +15.9% | -9.8% |
| 3M | -16.4% | -37.7% | +21.3% | -6.2% |
| 6M | -14.0% | -54.1% | +40.1% | +3.7% |
| YTD | +35.3% | -29.4% | +64.8% | +39.5% |
| 1Y | +40.4% | -13.4% | +53.8% | +34.3% |
| 3Y | +226.8% | +158.3% | +68.5% | +94.8% |
| All | +378.7% | +195.8% | +182.9% | +158.7% |
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