+43.4%
SMH vs GIS
-17.8%
+61.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.2% | -7.9% | +0.4% |
| 7D | -11.2% | +8.5% | -19.6% | -6.5% |
| 30D | -20.4% | +15.3% | -35.8% | -12.8% |
| 3M | -12.4% | +0.9% | -13.4% | -10.3% |
| 6M | -0.5% | +7.9% | -8.4% | +8.3% |
| YTD | +40.0% | -17.6% | +57.6% | +33.8% |
| 1Y | +43.4% | -17.4% | +60.8% | +38.0% |
| All | +43.4% | -17.8% | +61.2% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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