+327.2%
SMH vs GIS
-25.1%
+352.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.4% |
| 7D | +0.3% | -6.4% | +6.6% | -1.7% |
| 30D | -2.8% | -6.1% | +3.3% | -4.5% |
| 3M | -6.7% | +7.8% | -14.6% | -3.9% |
| 6M | +41.8% | -8.8% | +50.6% | +40.9% |
| YTD | +57.9% | -19.1% | +77.0% | +53.1% |
| 1Y | +87.6% | -24.8% | +112.4% | +79.9% |
| 3Y | +282.9% | -37.6% | +320.5% | +254.7% |
| All | +327.2% | -25.1% | +352.3% | +289.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling