+1,269.2%
SMH vs GIS
+339.5%
+929.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | +5.2% | -8.3% | +13.5% | +6.9% |
| 30D | -1.5% | +2.2% | -3.7% | -2.1% |
| 3M | -4.1% | +15.7% | -19.8% | -7.6% |
| 6M | +50.8% | -12.0% | +62.7% | +53.6% |
| YTD | +59.3% | -15.0% | +74.3% | +62.9% |
| 1Y | +94.1% | -20.1% | +114.2% | +100.6% |
| 3Y | +286.7% | -34.6% | +321.3% | +310.1% |
| 5Y | +339.4% | -22.8% | +362.3% | +331.8% |
| 10Y | +1,803.3% | -18.5% | +1,821.8% | +1,677.2% |
| All | +1,269.2% | +339.5% | +929.7% | +742.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling